Bob,
I try it the next script:
local x1 hp_gap cf_gap bk_gap
forvalues j=10(-1)2 {
foreach var in `x1' {
var f.inf st, exog(l2.`x1' l.`x1' `x1') lags(1/`j') lutstats
est store mod`var'2_`j'
}
foreach var in `x1' {
var f.inf st, exog(l.`x1' `x1') lags(1/`j') lutstats
est store mod`var'1_`j'
}
foreach var in `x1' {
var f.inf st, exog(`x1') lags(1/`j') lutstats
est store mod`var'_`j'
}
}
est stats _all
But in every estimation it appear hp_gap, cf_gap, bk_gap as exogenous
variables at the same time when I want one at time.
Bye,
Sebastian.
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