Hi,
I have a panel of GDP values for 66 countries. I have the following questions.
1- The data is stacked on top of each other in the following manner. id:1-66 yr:1960-2005
yr id y
1960 1 .
until 2005 1 .
1960 2 .
until 2005 2 .
I need to construct bilateral pairs of lny-lny*. This makes about 2165 pairs for 66 countries.
How can I program this in STATA environment?
2- Using these bilateral difference series, I need to conduct lag length selection using varsoc command 2165 times for each series. The appropriate lag length needs to be fed in into the dfuller test.
Can you help me with the programming of these commands? I will be happy to provide more information about the dataset and other details about the type of output I need?
Thanks.
Cigdem Akin
George Washington University
Department of Economics
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