我想在stata等软件中回归检验这么一个结构化向量自回归模型,求各位前辈指导!感谢!
(1)LPAR(i,t) = alf1 Intercept + alf2 SMC(i,t) + alf3 DCTPS(i,t) + E1
(2)SMC(i,t) = gam1 Intercept + gam2 LPAR(i,t-1) + gam3 DCTPS(i,t) + E2
(3)DCTPS (i,t) = beta1 Intercept + beta2 LPAR(i,t-1) + beta3 SMC (i,t) + E3
我的qq:1098404950。急求联系,感激不尽!!!