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st: mg command

From   Nahla Samargandi <>
To   "" <>
Subject   st: mg command
Date   Thu, 23 Jun 2011 12:04:30 +0100

Dear Statalisters;

I'm writing to ask about ARDL model in the Error correction form.

 ∆(y_i )_t=∑_(j=1)^(p-1)▒〖γ_j^i ∆(y_i )_(t-j)+〗 ∑_(j=0)^(q-1)▒δ_j^i  ∆(X_i )_(t-j)+φ^i [(y_i )_(t-1)-{β_0^i+β_1^i (X_i )_(t-1) } ]+ϵ_it

Basically, I would like to know how i can fit this model with  mean group estimator using the command in stata..
I ALREADY HAVE THE MG COMMAND, however i cannot see the long and short run effect in my command.
if my dependent variable is gdp growth  rate
independent variables

Meany tahnks,

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