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st: Re: Cuestion, How to Run this ARDL Model
From
Christopher Baum <[email protected]>
To
Eduardo Herrada Gomez <[email protected]>
Subject
st: Re: Cuestion, How to Run this ARDL Model
Date
Thu, 7 Nov 2013 14:41:36 +0000
<>
Eduardo,
I think this should do it:
webuse lutkepohl, clear
tsset
set more off
// let y = linvestment, x = lincome
// estimate with 4 lags/leads
loc y linvestment
loc x lincome
loc nl 4
reg D.`y' DF(1/`nl').`x' DL(1/`nl').`x' DL(1/`nl').`y' L.`y' L.`x'
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Cheers
Kit
On Nov 6, 2013, at 9:34 PM, Eduardo Herrada Gomez wrote:
> Hi:
> My name is Eduardo, Can you help me please to run this ARDL model in Stata:
>
> <image.png>
> I´m trying to run Pesaran, Shin cointegration model.
> Where de X(-) are the negative lags and X(+) positive lags.
> I wish you could help me, I only need this to finish my paper.
> Thank you very much.
> I´m Writing from Chile
> Atte Eduardo Herrad Gómez
Kit Baum
Professor of Economics and Social Work, Boston College, Chestnut Hill MA, USA
DIW Research Professor, Department of Macroeconomics, DIW Berlin, Berlin, Germany
[email protected] | http://ideas.repec.org/e/pba1.html
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