Code:
forvalues i = 1/3 { foreach j in 2004 2001 2003 { use dataex, clear keep if id==`i' tab id if id==`i' *egen trend=_n gen DU=0 gen DTB=0 di "id =`i'" di "year =`j'" tsset year, yearly // genarating break dummies replace DU=1 if year>`j' replace DTB= DU*trend if year>`j' ardl x y, exo(DU DTB) maxcombs() ardl x y, exo(DU DTB) ec maxcombs() estat btest, n(25) *outreg2 using "ARDL_results1", excel dec(2) br adjr2 } } *
When I ran the above code it is estimating 9 ARDL models. But I want 3 models to be estimated, one country with one break. That is to, say, when ID=1, it should accommodate break date which is 2004. The next ARDL model for ID=2 should accommodate break date 2001.
When I run the above command, it is not running successfully. The dataex is the following:
Here is the data
Code:
clear all input int id year x y 1 1993 1.3 16.32229 1 1994 1.19 16.37688 1 1995 0.87 16.43435 1 1996 0.97 16.49549 1 1997 1.04 16.48168 1 1998 1.04 16.59641 1 1999 1.01 16.64122 1 2000 1.05 16.7197 1 2001 1 16.76099 1 2002 0.98 16.78788 1 2003 0.95 16.87725 1 2004 0.84 16.95561 1 2005 0.83 17.00773 1 2006 0.82 17.11077 1 2007 0.92 17.23401 1 2008 0.96 17.25514 1 2009 0.98 17.32504 1 2010 1.03 17.39092 1 2011 1.11 17.45152 1 2012 1.01 17.45475 1 2013 1.04 17.52202 1 2014 0.7 17.61002 1 2015 0.6 17.71079 1 2016 0.67 17.81573 1 2017 0.58 17.92209 2 1993 1.57 15.89891 2 1994 1.53 16.00251 2 1995 1.08 15.85265 2 1996 0.95 16.06596 2 1997 0.95 16.02667 2 1998 0.95 16.09982 2 1999 1.42 16.13595 2 2000 1.16 16.28473 2 2001 0.85 16.23624 2 2002 0.81 16.34799 2 2003 0.76 16.29516 2 2004 0.64 16.41004 2 2005 0.91 16.39299 2 2006 0.83 16.54298 2 2007 0.86 16.59703 2 2008 0.71 16.73281 2 2009 0.71 16.78492 2 2010 0.61 16.92499 2 2011 0.61 17.0229 2 2012 0.54 17.06142 2 2013 0.55 17.11005 2 2014 0.85 17.14586 2 2015 0.84 17.20201 2 2016 0.98 17.29607 2 2017 1.16 17.4032 3 1993 1.42 13.74485 3 1994 1.26 13.79311 3 1995 1.2 13.86607 3 1996 1.19 14.00822 3 1997 1.09 14.0362 3 1998 1.1 14.23988 3 1999 1.09 14.26074 3 2000 1.08 14.22263 3 2001 1.08 14.26661 3 2002 1.01 14.33512 3 2003 0.99 14.40737 3 2004 0.89 14.50444 3 2005 0.87 14.57711 3 2006 0.82 14.67261 3 2007 0.76 14.72656 3 2008 0.87 14.82205 3 2009 0.94 14.91921 3 2010 0.98 15.07526 3 2011 0.87 15.25929 3 2012 1.06 15.09228 3 2013 1.21 14.96508 3 2014 1 15.20471 3 2015 0.96 15.34354 3 2016 0.95 15.46122 3 2017 1.07 15.58947 end
Any suggestions will be greatly appreciated.
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