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st: nlsur time series varlist


From   <[email protected]>
To   <[email protected]>
Subject   st: nlsur time series varlist
Date   Wed, 9 Nov 2011 12:04:21 +0100

Hello everybody,

I want to use 'nlsur' to estimate a system of equation of this type:

(d.var1= {a0} + {b1}*d.var2+{b2}*(d.log(var3+{a1}*(var4)^{a2})) + {ecm}*(l.var5-{a3}+{a4}*log(l.var6+{a1}*(var7)^{a2}))) 

(d.var8= {a0} + {b1}*d.var2+{b2}*(d.log(var3+{a1}*(var4)^{a2})) + {ecm}*(l.var5-{a3}+{a4}*log(l.var6+{a1}*(var7)^{a2}))) 

etc.

However, stata does not accept the operator 'd.' used in the expression d.log(var3+{a1}*(var4)^{a2}).

Is there any way to circumvent this problem?

All the best,

Ignazio


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