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I am having difficulty understanding how to insert an interaction term into my error correction model. I have a panel data across 30 countries over 15 years. I know that the basic error correction model should include (a) the lagged dependent variable, (b) the lagged levels of the independent and control variables, and (c) the differenced value of the independent and control variables. But how about the interaction term? Should I include the two for the interaction terms: the interaction between the two lagged IVs and the interaction between the differenced IVs? Should my model look like this?:`

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