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]
st: VECM model: estandard errors problem
From
Charles Koss <[email protected]>
To
[email protected]
Subject
st: VECM model: estandard errors problem
Date
Wed, 23 Mar 2011 15:43:41 -0500
Dear Stata list members:
Hope you can help with this issue related to the Stata software. I am
considering it for estimating a VECM model. After estimation, the
irf's can be estimated, unfortunately, the standard errors are not
provided even by Stata version 11. Therefore, I simply can not do
inference and interpretarion of those results. Has someone made a
routine for solving this problem? If Stata can not do the job
completely (in reference to VECM models), what software would you
recommend to buy? and/or What is your recommendation considering that
I am neither a Statistitian nor a Computer Programmer?
Thank you for the help,
Charles Koss
--
Charles Koss
http://charlesonnet.blogspot.com
*
* 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/