Dear all,
I'm estimating a panel vector autoregression model in Stata using the package pvar, and I got residuals with non-zero mean. To solve this issue, I would like to include a constant term in the model. The problem is that, by default, the command pvar doesn't include a constant term, and it seems to me that it doesn't allow to include it either. Does someone know if there is a way to include a constant term in a regression using pvar?
Thank you and best regards.
I'm estimating a panel vector autoregression model in Stata using the package pvar, and I got residuals with non-zero mean. To solve this issue, I would like to include a constant term in the model. The problem is that, by default, the command pvar doesn't include a constant term, and it seems to me that it doesn't allow to include it either. Does someone know if there is a way to include a constant term in a regression using pvar?
Thank you and best regards.
