Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: mg command
From
Nahla Samargandi <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: mg command
Date
Thu, 23 Jun 2011 12:04:30 +0100
Dear Statalisters;
I'm writing to ask about ARDL model in the Error correction form.
∆(y_i )_t=∑_(j=1)^(p-1)▒〖γ_j^i ∆(y_i )_(t-j)+〗 ∑_(j=0)^(q-1)▒δ_j^i ∆(X_i )_(t-j)+φ^i [(y_i )_(t-1)-{β_0^i+β_1^i (X_i )_(t-1) } ]+ϵ_it
Basically, I would like to know how i can fit this model with mean group estimator using the command in stata..
I ALREADY HAVE THE MG COMMAND, however i cannot see the long and short run effect in my command.
if my dependent variable is gdp growth rate
independent variables
inf
fix
education-
FD
Meany tahnks,
N
*
* 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/