Hello! I am new on this forum and also in the use of the stata software. I'm using version 15.0 of Stata. I would like to make an autoregressive Vector Panel template on Stata, however I do not know the commands that allow me to run the estimates. I would like to know if it is possible to have orders on stata allowing me to perform these tasks. also orders for the PVECM and the determination of criteria such as AIC and SIC. Thank you for your help.
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