Hi there,
I was wondering how we might be able to impose different lags using VAR command in stata on different variables -- is there theoretical grounding for this? And how do we change below syntax to include different lags?
>> var DinfBrazil DinfBrazilPS DCrude, lags(1/2) dfk small, if time>=tm(2008m1)
I tired doing the following but the output looked horribly mangled (see attached and below for line of code)
>> var infBrazil L(1/2).infBrazil L(1/3).infBrazilPS if time>=tm(2008m1)
Looking for any ideas as to how to do unequal lags on VAR better
Thank you so much
I was wondering how we might be able to impose different lags using VAR command in stata on different variables -- is there theoretical grounding for this? And how do we change below syntax to include different lags?
>> var DinfBrazil DinfBrazilPS DCrude, lags(1/2) dfk small, if time>=tm(2008m1)
I tired doing the following but the output looked horribly mangled (see attached and below for line of code)
>> var infBrazil L(1/2).infBrazil L(1/3).infBrazilPS if time>=tm(2008m1)
Looking for any ideas as to how to do unequal lags on VAR better
Thank you so much
