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Stata help!

  • 09-02-2009 11:50am
    #1
    [Deleted User]
    Posts: 5,589 ✭✭✭


    Anyone here good with Stata?

    I am looking to estimate an error correction model, vec gives me the lag lengths but (I don't think) it is giving me the specification for the long run part correction part of the model.

    Google finds little on the subject apart from the fact that vec should be doing it... any one got any advice? Is there some option I need to employ to get it to work?


Comments

  • #2
    Time Magazine
    Registered Users, Registered Users 2 Posts: 8,452 ✭✭✭Time Magazine


    Can you post your log?


  • #3
    [Deleted User]
    Posts: 5,589 ✭✭✭ [Deleted User]


    Right, was going to post up the log but I think I have this completely wrong.

    What I want to do, is estimate the ECM of some data I am looking at. Esesntially, I want to replicate the model presented on page 9 of the attached document.

    Any idea as to how I should be able to get both long and short run elements from stata?


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