Dear all,
I am analyzing panel data covering 52 firms over one year and thinking about employing a VAR-model including exogenous control variables.
However, my conceptual model actually also includes two moderating variables. Now I am wondering whether such a relationship is actually detectable within a VAR model? Is there a special way to enter moderators into the code in Stata or would I recognize such effects somewhere in the output?
Thank you very much and best wishes
Mona
I am analyzing panel data covering 52 firms over one year and thinking about employing a VAR-model including exogenous control variables.
However, my conceptual model actually also includes two moderating variables. Now I am wondering whether such a relationship is actually detectable within a VAR model? Is there a special way to enter moderators into the code in Stata or would I recognize such effects somewhere in the output?
Thank you very much and best wishes
Mona
