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Re: st: exog variable in VAR


From   Muhammad Anees <anees@aneconomist.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: exog variable in VAR
Date   Fri, 3 Feb 2012 19:16:33 +0500

Check from the following link.

http://econ.la.psu.edu/~hbierens/EasyRegTours/VAR_Tourfiles/VARX.PDF

Best,
Anees

On Fri, Feb 3, 2012 at 5:36 PM, Muhammad Akram <aasim548@hotmail.com> wrote:
> Dear all,
>
>
>
> I am using a variable in var as exog.
>
>
>
> var dependant ind1 ind2 ind3, lags(1/3) exog(tg)
>
>
>
> I want to know how I would mention this exog variable while writing my var(p) in theoratical framework. Means in equations form.
>
>
>
> Thanks
>
> aasim
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
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-- 

Best
---------------------------
Muhammad Anees
Assistant Professor/Programme Coordinator
COMSATS Institute of Information Technology
Attock 43600, Pakistan
http://www.aneconomist.com

*
*   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/


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