Hello, I was hoping to do a panel analysis of several countries for asymmetric pass-through using the mean group estimator. I thought of basically extending from the NARDL model and using the instruction from the stata journal for the xtpmg command but that hasn't been that helpful. As I take positive and negative decomposition for the variable, stata returns 'not enough observations'.
Has anyone used it and have any suggestion on how to do it?
Has anyone used it and have any suggestion on how to do it?
