pesaran-2026 / pmg-ardl
Pooled Mean Group — gdp_growth
fit 1.84 s · 142×33
RUN
Long-run coefficients
| Variable | Coef. | SE | t | Sig |
|---|---|---|---|---|
| ECT (φ) | −0.384 | (0.072) | −5.33 | *** |
| inflation | −0.214 | (0.091) | −2.35 | ** |
| trade_open | 0.347 | (0.082) | 4.23 | *** |
| gov_spend | −0.092 | (0.058) | −1.59 | · |
| credit_depth | 0.128 | (0.049) | 2.61 | ** |
residuals · by panel
CUSUM · stability
