st: xtpmg, xtserial

[Bee Wah TAN <bewahtan@gmail.com>]

Hi,

For ARDL(1,2,1,1), the xtpmg command usually written as this
xtpmg d(1).lrgdpc d(1/2).lglob d(1).lpri d(1).lsmc, lr(l.lrgdpc lglob
lpri lsmc) ec(ec) replace pmg
If let say the best lag for ARDL is (1,0,0,0), what is the command for xtpmg??

After determine the ARDL best lag (1,2,1,1), I continued with
diagnostic checking

reg dlrgdpc lglob lpri lsmc dlrgdpc(-1) dlglob dlglob(-1) d.dlglob(-2)
dlpri dlpri(-1) dlsmc dlsmc(-1)

xtserial dlrgdpc lglob lpri lsmc dlrgdpc(-1) dlglob dlglob(-1)
d.dlglob(-2) dlpri dlpri(-1) dlsmc dlsmc(-1)

Is that the correct way to test for diagnostic checking after the
Pooled Mean Group estimator?


Thanks

-- 
*Best Regards,
*Bee Wah TAN
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