Pooled Mean Group Estimator-Manually

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econworker
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Joined: Thu Apr 24, 2014 3:51 am

Pooled Mean Group Estimator-Manually

Postby econworker » Fri May 22, 2015 3:02 am

Dear all

Doest any one here can help me how can I perform a PMG of Pesaran, manually? as It is a panel ARDL estimation, suppose that I estimataed the ARDL models and I obtained the long run level relationships for each cross section individualy, would you guide me how to convert them to PMG estimation? (I dont have Eviews 9 which PMG is implemented there)

Thank you

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