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How can I do this in Stata? I managed to do it up to the cointegration test, and all regressors are cointegrated. But now I can't seem to find the right commands to determine the correct lag length and run the panel VECM. Thanks a lot.
Can we find country-wise cointegration coefficient from vecm ?
does the vecm data panel have no IRF and VD?
Same question. Did you happen to find an answer to that? Thanks!
No, because on graphs it won’t be visible that the shock converged back to equilibrium as VECM include the long run dynamics :)
may i know what is lead variable?
Lead variable means Dependent variable.
How can I do this in Stata? I managed to do it up to the cointegration test, and all regressors are cointegrated. But now I can't seem to find the right commands to determine the correct lag length and run the panel VECM. Thanks a lot.
Can we find country-wise cointegration coefficient from vecm ?
does the vecm data panel have no IRF and VD?
Same question. Did you happen to find an answer to that? Thanks!
No, because on graphs it won’t be visible that the shock converged back to equilibrium as VECM include the long run dynamics :)
may i know what is lead variable?
Lead variable means Dependent variable.