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XTCSNARDL: Stata module to estimate Cross-Sectionally Augmented Panel Nonlinear ARDL (CS-NARDL)

Author

Listed:
  • Merwan Roudane

Programming Language

Abstract

xtcsnardl is a unified suite of nonlinear panel estimators with cross-section augmentation. Every estimator in this package is the nonlinear (asymmetric) extension of a canonical CCE/ARDL method.

Suggested Citation

  • Merwan Roudane, 2026. "XTCSNARDL: Stata module to estimate Cross-Sectionally Augmented Panel Nonlinear ARDL (CS-NARDL)," Statistical Software Components S459737, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459737
    Note: This module should be installed from within Stata by typing "ssc install xtcsnardl". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xtcsnardl_graph.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xtcsnardl.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xtcsnardl_examples.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xtcsnardl_graph.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xtcsnardl_methodology.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xtcsnardl_postestimation.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/x/xtcsnardl.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/t/test_all.do
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    File URL: http://fmwww.bc.edu/repec/bocode/t/test_fast.do
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