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Dude confused not only me but himself, according to jumping fort and backwards with what is lag2 and lag1, etc. The ARDL is 23333, but there is only 1 lag generatetd? Why the heck?

what if all iterations are not concave???

hi sir, Thanks so much for this video can you help me with it as I am facing some issues while running the pmg code it is giving many iterations and data concave. what should I do please help me

Please tell us how to determine optimal lag length

Thank you for the helpful video! I am currently using a panel dataset with 74 countries, from 1996 - 2020. I do not know how to do the optimal lag selection for each variable. If possible, could you please tell me how I can identify the optimal lags please.

this is very nice!

EXACTLY, This is what i wanted, thanks a lot.

This is the exact video I required. Thank you so much.

Thank you for your helpful video. This is the only video on TH-cam that explains the lag rules of xtpmg, it really helps me a lot. thank you so much

To calculate multiple lags for a one variable can use this command foreach i of varlist lux* { forvalues j=1/6 { gen lag`j'_`i'=l`j'.`i' } }

In pmg, i get too many iteration upto 100, then "hessian has become unstable or asymmetric" appears

why u generating lags by yourself (8:40 min).

could we use direclty the comand in the help section without creating new variables ? the comand is : xtpmg d.c d(1/2).y d.pi, ec(ec) lr(l.c y pi) pmg replace, for an ardl (1,2,1,1)