PNARDL: Stata module to perform Panel Nonlinear ARDL (Panel NARDL) estimation

Merwan Roudane ()

Statistical Software Components from Boston College Department of Economics

Abstract: pnardl implements the Panel Nonlinear ARDL methodology based on Shin, Yu and Greenwood-Nimmo (2014), as applied by Salisu and Isah (2017, Economic Modelling). It automates the complete Panel NARDL workflow:

Language: Stata
Requires: Stata version 15.1 and xtpmg from SSC (q.v.)
Keywords: panel data; ARDL model; asymmetric cointegration (search for similar items in EconPapers)
Date: 2026-02-11, Revised 2026-02-12
Note: This module should be installed from within Stata by typing "ssc install pnardl". 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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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/p/pnardl.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pnardl.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pnardl_examples.do sample do-file (text/plain)
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