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From |
Paddy Carter <Paddy.Carter@bristol.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Generating a bounded AR(1) series for Monte-Carlo Simulation |

Date |
Sat, 11 Jul 2009 14:02:56 +0100 |

Dear Statalisters

if year>1 { if L.aid<0 { replace aid=const+`rho'*L.aid+rnormal(0.1,0.01) } else if L.aid>0.3 { replace aid=const+`rho'*L.aid+rnormal(-0.1,0.01) } else { replace aid=const+`rho'*L.aid+(rnormal()/100) } }

This is on Stata/IC 10.1 for Windows ---------------------- Paddy Carter Department of Economics University of Bristol paddy.carter@bristol.ac.uk * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Generating a bounded AR(1) series for Monte-Carlo Simulation***From:*Austin Nichols <austinnichols@gmail.com>

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