Hi everyone, could someone kindly enlighten me on how to perform panel vecm model and estimate the long-run and short-run coefficients for each variable? I'm considering using xtpmg or xtdcce2/ xtdcce221, or are there other commands that I can use?
My model is as below,
Array
X and Y are endogenous variables, while Z is exogenous variable. Assume that the lag year is k=2, what should my codes exactly look like?
Thanks in advance!
Related Posts with How to estimate panel vecm in stata?
Estimating Incidence Rate using poisson regressionHi All, Up to now I have benefitted a lot from this forum. One question I can’t get my head around …
Contents of c(seed) in Stata 5.1I have recently upgraded from Stata 13.1 to Stata 15.1, and I am noticing a difference when I am doi…
Presenting industry and year coefficient using a 3D graphHi all I regress y on X1 and X2 per each industry and year group. My coefficient of interest is the…
local directory not workingHello all, I created a local directory and when I call the dataset (straight after defining the loca…
Help with creating a dummy variable that depends on the last integer of a dateHey y'all. I've been stuck on creating a dummy variable called summer that's 1 when the integer end…
Subscribe to:
Post Comments (Atom)
0 Response to How to estimate panel vecm in stata?
Post a Comment