Dear Al,
Mi intention is to find a command that allow me to run an Error Correction
Model, like E-views. With an ECM I mean a model which the dependent variable
consists of first difference of y, and the RHV consist of lags of the
dependent variable and lags of other variable x (which we believe it�s
cointegrated with y), and a component that consist of the residuals from the
regression of y to x. E-views allows me to specificy the endogenous
variable. I wonder if there is a similar command in Stata that allow me to
run this kind of model. Thanks
Mariano
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of FEIVESON, ALAN H.
(AL) (JSC-SK311) (NASA)
Sent: Mi�rcoles, 30 de Noviembre de 2005 12:02 p.m.
To: '[email protected]'
Subject: st: RE: Error Correction Model
Mariano - You have to be more specific - what exactly do you mean by an
"error correction model" ?
Al Feiveson
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Mariano Alvarez
Sent: Wednesday, November 30, 2005 8:21 AM
To: [email protected]
Subject: st: Error Correction Model
Hi,
Does anyone know how to estimate in Stata an Error Correction Model? I
wonder if there is a Stata command in order to estimate the model. Thanks in
advance,
Mariano
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* For searches and help try:
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* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
