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Re: st: VECM model: estandard errors problem
From
Steven Samuels <[email protected]>
To
[email protected]
Subject
Re: st: VECM model: estandard errors problem
Date
Wed, 23 Mar 2011 16:52:16 -0400
I know nothing about this topic, but I don't think anyone expert will believe that "Stata can not do the job" if you don't follow the guideline 3.3 of the Statalist FAQ and:
"Say exactly what you typed and exactly what Stata typed (or did) in response. N.B. exactly! If you can, reproduce the error with one of Stata's provided datasets or a simple concocted dataset that you include in your posting."
Steve
[email protected]
•
On Mar 23, 2011, at 4:43 PM, Charles Koss wrote:
Dear Stata list members:
Hope you can help with this issue related to the Stata software. I am
considering it for estimating a VECM model. After estimation, the
irf's can be estimated, unfortunately, the standard errors are not
provided even by Stata version 11. Therefore, I simply can not do
inference and interpretarion of those results. Has someone made a
routine for solving this problem? If Stata can not do the job
completely (in reference to VECM models), what software would you
recommend to buy? and/or What is your recommendation considering that
I am neither a Statistitian nor a Computer Programmer?
Thank you for the help,
Charles Koss
--
Charles Koss
http://charlesonnet.blogspot.com
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