Hello statalists,
I need to compute impulse response function of an ADL model, i.e.
reg HPcycleGDP L(0/3).HPcycleGDP L(0/3).MPshock_CGK if t>=tq(1965q3) & t<=tq(2008Q4)
However, the irf command does not work after regress. How can I solve that? Any help?
Giacomo
I need to compute impulse response function of an ADL model, i.e.
reg HPcycleGDP L(0/3).HPcycleGDP L(0/3).MPshock_CGK if t>=tq(1965q3) & t<=tq(2008Q4)
However, the irf command does not work after regress. How can I solve that? Any help?
Giacomo
