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RE: st: How to Do Significance Test for Each Group of Lags in Each VAR
From
James Zhang <[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 17:07:24 -0700
Thank you Mr. Baum. I appreciate your help very much!
Sincerely Yours,
James
----------------------------------------
> From: [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
> To: [email protected]
>
> <>
>
> 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
>
>
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