悬赏 4 个论坛币 未解决
mat mat_AregPT_varioushorizons =(.,.,.)
mat colnames mat_AregPT_varioushorizons = Coefficient StandardError Laglength
xtreg deltadollarprice dlernew, fe
mat helpmat_coef = e(b)
mat helpmat_se = e(V)
mat mat_AregPT_varioushorizons =(mat_AregPT_varioushorizons\helpmat_coef[1,1],sqrt(helpmat_se[1,1]),0)
global help dlernew
forvalues laglength = 1/24 {
xtreg deltadollarprice l(0/`laglength').dlernew if c>=1 & c<3
global help $help + l`laglength'.dlernew
lincom $help
mat mat_AregPT_varioushorizons =(mat_AregPT_varioushorizons\r(estimate), r(se), `laglength')
}
mat list mat_AregPT_varioushorizons
svmat mat_AregPT_varioushorizons, names(mat_AregPT_varioushorizons)