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st: creating tables after -vec command


From   Paulo Regis <pauloregis.ar@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: creating tables after -vec command
Date   Wed, 10 Apr 2013 15:34:53 +0800

Dear all,

The last two days, I have spent some time trying to figure out how to
create tables after the command -vec for Johansen cointegration. I
could do tables by hand but it would become a problem if, for example,
you have to report results for 10 countries, especially if you will
need to update your results any time later. In general, I make use of
-outreg and -outreg2 but I have also tried -estimates and -estout.

The main issue here is the long run coefficients, the last table in
the output of -vec (usually referred as btable, the estimates are
stored in e(beta) and the var-covar matrix in e(V_beta)). It seems
this is also stored in an equation named  _ce1 by default. The issue
is I cannot get a hold on those results for making tables. Following
the first example available when discussing coitegration, I have
created the following code

use http://www.stata-press.com/data/r11/rdinc
vec ln_ne ln_se
estout , cell(beta(star) ) drop(D_ln_ne: D_ln_se:)
estout , cell(beta(star) V_beta) drop(D_ln_ne: D_ln_se:)
*Notice the second option still does not provide the SEs
outreg using "D:\_Research\JC\2012JC_AsiaPacific\_Stata\vec-example\table.txt",
replace
* This is not working because the _ce1 (or btable) is not included

In short, this is not working. I am still far away from a good table.
Both -outreg and -outreg2 do not do well while -estout does better bus
still cannot use stars and the SEs (or t-stats) are not included. I
would appreciate if anyone here has any ideas how to move forward.
Google search was not very useful either.

Kind Regards

Paulo
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