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Stata学习:如何进行PVAR的方差分解分析?

momo  · 知乎专栏  ·  · 2023-10-29 19:03
文献来源Marra, A., & Colantonio, E. (2023). On public policies in the energy transition: Evidence on the role of socio-technical regimes for renewable technologiesAppendix A. Supplementary data【数据+Stata】示例代码cd C:\Download\1-s2.0-S0140988323006242-mmc1 import excel "DB overall.xlsx", sheet("DB") first clear xtset ID YEAR gen dRET = d.RET gen dEPO = d.EPO gen dAWA = d.AWA gen dEDU = d.EDU gen dPAT = d.PAT gen dTRD = d.TRD gen dGDP = d.GDP qui pvar dRET dEPO dAWA dEDU dPAT dTRD dGDP, lags(1) instl(1/5) overid pvarfevd, mc(1000) st(10)得到结果运行时间较长:Forecast-error variance decomposition -------------------------------------------------------------------------------- Response | variable | and | Forecast | Impulse variable horizon | dRET dEPO dAWA dEDU dPAT dTRD dGDP ----------+--------------------------------------------------------------------- dRET ………………………………

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