1. M

    STATA returns R(603) - IRF cannot be opened- after running a SVAR

    Dear talkstats users, I am trying to create IRFs after running a VAR - SVAR. The code is the following: matrix A = (1,0,0,0\.,1,0,0\.,.,1,0\.,.,.,1) matrix B = (.,0,0,0\0,.,0,0\0,0,.,0\0,0,0,.) svar doilp dmsciw debitda dstkp, aeq(A) beq(B) vargranger matrix Aest = e(A) matrix Best =...
  2. R

    Using svar and irf create with panel Data

    Dear all, I'm a graduate student and unfortunately I must run a Svar on a panel of 500 firms: (1-L)Y(i)=C(L)e(i) The problem that I have is how to store the results. To collect coefficients I used: statsby _b _se estimates, by(id) basepop(id == 1): svar dsal demp, lreq(C) lags(1/2)...
  3. R

    VECM help!

    Hey all, I have a problem concerning STATA'S VECM capabilities. I am trying to run a regression using vec and implement an irf from the model. However, after running a vec, irfs do not include confidence intervals. This is not unique to STATA but I can't figure out why the bootstrap method...