I have panel data. I want to estimate the unrestricted VAR model, but when I type
. var wroa Fdirector Fexedic diffpaygap dummyfirst, lags(1/2)
I get a report of
repeated time values within panel r(451);
After that, I have used isid command to check whether identifier and time uniquely identify the data, and I received no news which is good. And I also check the duplicates as well and the result shows that 0 observations are duplicates.
What should I do next?
Related Posts with testing reverse causality using VAR
keep variables using predict after multiple regressionsI am aware that after regress, I can use predict to generate a new predicted value. But how can I do…
Within .ado files, is there a way to restore data but keep, until the end of program, tempvars created by the program?Dear All, I have a somewhat involved problem, but I think it boils down to this. I'm writing a progr…
multiple regression with interaction effect, but which variables should interact?Hi there, I've been searching for an answer on the internet but I haven't found anything clear yet.…
Creating Two Matrices from a Data FileDear Statalisters: I have a data file in the following format: clear input str2(firmid ownerid) floa…
Imputing Data ProcedureHello Statlister, I have a panel dataset with 15 years of consecutive data, however I have one crit…
Subscribe to:
Post Comments (Atom)
0 Response to testing reverse causality using VAR
Post a Comment