Hi
I am looking to run certain model checks after running pVAR (Panel VAR) in stata to check auto-correlations, normality of residuals etc. I am aware that these tests can be run after syntax 'var' in stata using 'varlmar' (LM test), 'varnorm' (Jarque Berra test). But they can't be run after 'pvar' in stata (A code written by Abrigo and Love,2016). I believe the 'pvar' leaves behind stored results (listed in the help files and in the stata article), but I am not sure how to use these to run post-estimation diagnostics, but it would probably require some coding. CAn anyone help me know this. I have searched in many resources, literature etc. but could not find how to run these tests after pvar.
Please let me know if more clarity on my question is required
Best
Related Posts with Diagnostic testing pVAR, varlmar, varnorm
Combine outreg2 with ivreg2Hello Stata users, Is there any specific step by step command to extract the first and second stage…
How to call values of a matrix in forvalues loop?HI everyone, I would like to call values of a matrix in a foreach loop like this: Code: forvalu…
Line graph for multiple time pointsHi first time posting here, would appreciate any help as I am quite stuck on this. Have tried access…
Storing Beta values by running regression loops on panel dataHi, I have the daily data of ten years (from 2008 to 2018) with four variables: 1) Date 2) Firm Nam…
scatter matrix in python via Stata16Hi Statalisters, With the release of Stata16 and the fantastic integration of Python. I have decide…
Subscribe to:
Post Comments (Atom)
0 Response to Diagnostic testing pVAR, varlmar, varnorm
Post a Comment