Panel error correction model

hoangq

Join Date: Jul 2014

Posts: 2
#1

Panel error correction model

15 Jul 2014, 10:10

Hi,

I am doing the project using panel error correction model. Can someone help me with the command to find optimal lag and lead?

Thanks,
Q
Tags: panel, panel data
Peter Saitoti

Join Date: May 2016

Posts: 1
#2

11 May 2016, 16:35

I am also running a panel vector error correction model in stata. Please help me with the command
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Attaullah Shah

Join Date: Aug 2014

Posts: 1659
#3

12 May 2016, 12:37

Have you given a though to xtwest

Code:

ssc install xtwest

Regards
--------------------------------------------------
Attaullah Shah, PhD.
Professor of Finance, Institute of Management Sciences Peshawar, Pakistan
FinTechProfessor.com
https://asdocx.com
Check out my asdoc program, which sends outputs to MS Word.
For more flexibility, consider using asdocx which can send Stata outputs to MS Word, Excel, LaTeX, or HTML.
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