Dear all,
I'm estimating a panel vector autoregression model in Stata using the package pvar, and I got residuals with non-zero mean. To solve this issue, I would like to include a constant term in the model. The problem is that, by default, the command pvar doesn't include a constant term, and it seems to me that it doesn't allow to include it either. Does someone know if there is a way to include a constant term in a regression using pvar?
Thank you and best regards.
Related Posts with Constant term in pvar
Decode halfyearly date strings for Panel DataDear Statalist community, I have a problem with my time variable is recognized as a string when I do…
Unintelligible code in Stata 16Dear Stata users, I use community-contributed command -tabout- (SSC, written by Ian Watson) to expor…
STATA: panel regression, xtset error, CUSIP8-code, string variableDear all, I am trying to complete a panel data regression with the individual and time identifiers:…
The use of the symbol $ in Stata commandsHi Statalist In many of the questions posted, the following syntax has been used: e.g. $covariates …
spmat import dataDear all, i am unable to import data as a spatial weight matrix into Stata using spmat. The data a…
Subscribe to:
Post Comments (Atom)
0 Response to Constant term in pvar
Post a Comment