PMG Panel ARDL with different number of lags

[@QINQINGUI]

Thank you for your helpful video. This is the only video on KZbin that explains the lag rules of xtpmg, it really helps me a lot. thank you so much

[@bakytzhanzhaparov1846]

You're welcome!

[@olukayodeogundare5321]

@@bakytzhanzhaparov1846 Thank you. Can you also do same topic in R?

[@SagangaKapaya]

EXACTLY, This is what i wanted, thanks a lot.

[@bakytzhanzhaparov1846]

Glad I could help you

[@bacillusrex]

This is the exact video I required. Thank you so much.

[@bakytzhanzhaparov1846]

Glad it was helpful!

[@shaifaadam439]

Thank you for the helpful video! I am currently using a panel dataset with 74 countries, from 1996 - 2020. I do not know how to do the optimal lag selection for each variable. If possible, could you please tell me how I can identify the optimal lags please.

[@khollasyed]

I also need this

[@bbouchra1000]

could we use direclty the comand in the help section without creating new variables ? the comand is : xtpmg d.c d(1/2).y d.pi, ec(ec) lr(l.c y pi) pmg replace, for an ardl (1,2,1,1)

[@okbarimi424]

To calculate multiple lags for a one variable can use this command foreach i of varlist lux* { forvalues j=1/6 { gen lag`j'_`i'=l`j'.`i' } }

[@meenakshigautam9457]

hi sir, Thanks so much for this video can you help me with it as I am facing some issues while running the pmg code it is giving many iterations and data concave. what should I do please help me

[@mohamru]

what if all iterations are not concave???

[@dhanu3367]

Please tell us how to determine optimal lag length

[@Rundtj45]

why u generating lags by yourself (8:40 min).

[@nurdauletnurkhozhayev1235]

this is very nice!

[@bakytzhanzhaparov1846]

Glad you like it!

[@aniksaha9925]

In pmg, i get too many iteration upto 100, then "hessian has become unstable or asymmetric" appears

[@nikolaizaicev9297]

Dude confused not only me but himself, according to jumping fort and backwards with what is lag2 and lag1, etc. The ARDL is 23333, but there is only 1 lag generatetd? Why the heck?