Hi everyone,
Does someone know what is the command that should be used to implement a Panel Vector Error Correction Model (VECM) in Stata? I know for VAR the right command it pvar. However, as my variables are cointegrated I would like to estimate a panel VECM. Any tips, suggestions or information are more than welcome! Thanks!
Does someone know what is the command that should be used to implement a Panel Vector Error Correction Model (VECM) in Stata? I know for VAR the right command it pvar. However, as my variables are cointegrated I would like to estimate a panel VECM. Any tips, suggestions or information are more than welcome! Thanks!
