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by ionutjianu91
Sat Aug 18, 2018 7:48 am
Forum: Econometric Discussions
Topic: PANEL PMG / ARDL Model Can I ignore non normal distributions of the residuals and cross-section dependence?
Replies: 1
Views: 1049

PANEL PMG / ARDL Model Can I ignore non normal distributions of the residuals and cross-section dependence?

I am trying to estimate the impact of economic shocks (captured by a dummy variable in a ECB study) on unemployment rate in EU-28. The thing is PMG is so attractive because have the option - short-run coefficients and I can extract the impact of this dummy for each member state. Anyway, I have two v...

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