Search found 2 matches
- Sat Aug 18, 2018 2:50 pm
- Forum: Econometric Discussions
- Topic: PANEL PMG / ARDL Model Can I ignore non normal distributions of the residuals and cross-section dependence?
- Replies: 1
- Views: 3220
Re: PANEL PMG / ARDL Model Can I ignore non normal distributions of the residuals and cross-section dependence?
I would appreciate your help.
- 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: 3220
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...