Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
re:st: How to Do Significance Test for Each Group of Lags in Each VAR
From
Kit Baum <[email protected]>
To
[email protected]
Subject
re:st: How to Do Significance Test for Each Group of Lags in Each VAR
Date
Sun, 16 May 2010 09:03:50 -0400
<>
webuse lutkepohl2 ,clear
qui var ln_inv ln_inc ln_consump,lag(1/4)
forv i=1/4 {
testparm (L`i'.ln_inv L`i'.ln_inc L`i'.ln_consump)
}
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/