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
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