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Dear professor Schreiber,
Very much thank you for your suggestions. I will try them for sure.
Kind regards
Reynaldo On 3/25/21, 4:00 AM Sven Schreiber <sveto...@gmx.net> wrote:
Am 25.03.2021 um 01:47 schrieb Reynaldo Senra:
> Dear professor Schreiber,
>
> As may you already saw, my message with the picture made the mail list
> far later because as you suspected, the image was more than 100kb.
Right, I was able to take a look in the meantime.
> My main interest is the long run and the loading coefficients because I
> am investigating mainly long run causality. However, most papers
> applying PMG report the mean group short run coefficients. In fact, I
> don't remember any in my field not reporting the mean group short run
> coefficients. In addition, I may get some relevant outcomes which can
> improve a little bit the quality of the papers as well.
OK, interesting observation that most papers still report the short-run
MG results. Although of course my guess is that they do that because
easy implementations like Eviews print them out and people are simply
afraid to _not_ report them, without any deep reason.
> Of course, I can do it in eviews, but I would be very happy if I can
> migrate from Eviews. Indeed, as I mentioned some weeks ago, the PMG
> package has the very desirable Hausman test and the MG alternative for
> the long run coefficients.
Well, to sum up the discussion between Jack and me, for now you should
get the desired results by doing:
meanr(b.fullcoeffs)
(where the "b" name is arbitrary and determined by you as the script
author)
And for the standard errors try this:
sdc(b.fullcoeffs', b.N * (b.N - 1))'
Some zeros will appear there in those places where the homogeneous
long-run coefficients are given. Ignore those.
Hope this works
Sven
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