XTPFARDL: Stata module to provide Fourier-augmented panel ARDL / CS-ARDL estimator

Merwan Roudane ()

Statistical Software Components from Boston College Department of Economics

Abstract: xtpfardl estimates the Fourier-augmented panel ARDL family of models for heterogeneous, cross-sectionally dependent panels with smooth structural breaks. It augments the (cross-section augmented) panel ARDL with Enders-Lee Fourier terms sin(2{&pi}kt/T) and cos(2{&pi}kt/T) that approximate an unknown number of gradual breaks without pre-testing break dates.

Language: Stata
Requires: Stata version 17
Keywords: panel data; ARDL; cross-section; Fourier-augmented (search for similar items in EconPapers)
Date: 2026-06-10
Note: This module should be installed from within Stata by typing "ssc install xtpfardl". 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/x/xtpfardl.ado
http://fmwww.bc.edu/repec/bocode/x/xtfdh.ado
http://fmwww.bc.edu/repec/bocode/x/xtpfnardl.ado
http://fmwww.bc.edu/repec/bocode/x/xtpfardl.sthlp
http://fmwww.bc.edu/repec/bocode/x/xtfdh.sthlp
http://fmwww.bc.edu/repec/bocode/x/xtpfnardl.sthlp

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