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st: Re: Regressing the Habit Persistence Model

From   Nabil Hashmi <>
Subject   st: Re: Regressing the Habit Persistence Model
Date   Thu, 19 Aug 2010 16:19:56 -0400

Hi all,

I am having difficulty regressing a habit persistence model in Stata,
but I am having some difficulties. I am trying to replicate results
from another study, so I would also like to have the rho and
sigma-squared values included in the output of the regression so I can
see if my results do replicate the initial findings. What is the best
way to regress a habit persistence model in Stata? Thanks!

Nabil Hashmi
Principal of Finance, Compass Partners |
Georgetown University | Walsh School of Foreign Service | Class of
2011 | International Political Economy
(860) 944-7379
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