Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Re: St:About DOLS


From   Scott Merryman <scott.merryman@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: St:About DOLS
Date   Sun, 26 Sep 2010 11:00:28 -0500

1.  I don't know.

2.  I don't know.

I have no particular knowledge of these types of models.

I would point out that -findit panel cointegration- points to several
user written commands :


    -nharvey-: module to perform Nyblom-Harvey panel test of common stochastic
    trends


    -xtdolshm-: module to perform dynamic ordinary least squares for
    cointegrated panel data with homogeneous covariance structure


    -xtpmg-: module for estimation of nonstationary heterogeneous panels


    -xtwest-: module for testing for cointegration in heterogeneous panels


Scott


On Sat, Sep 25, 2010 at 10:17 AM, wangpan110 <wangpan110@hotmail.com> wrote:
> Dear Scott, can i ask you two questions, please:
>
> 1)   the last condition is "the DOLS residuals must be significantly
> correlated with subsequent monthly changes in relative export prices", does
> that mean cov(Uit, Yit) is not zero? can i achieve this in STATA?
>
> 2) what is the equation for ECM under panel data( let's say i have 4
> independent variables)?
>
> your help is very appreciated
>
> pan
>

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index