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| From | Steven Samuels <sjsamuels@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: VECM model: estandard errors problem |
| Date | Wed, 23 Mar 2011 16:52:16 -0400 |
I know nothing about this topic, but I don't think anyone expert will believe that "Stata can not do the job" if you don't follow the guideline 3.3 of the Statalist FAQ and: "Say exactly what you typed and exactly what Stata typed (or did) in response. N.B. exactly! If you can, reproduce the error with one of Stata's provided datasets or a simple concocted dataset that you include in your posting." Steve sjsamuels@gmail.com • On Mar 23, 2011, at 4:43 PM, Charles Koss wrote: 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/ * * 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/