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This document contains commands being run in Stata to test for panel cointegration between variables like totalre, iq, annualgdpgrowth, and co2percapita using commands like xtcsd, pescadf, xtcointtest, and xtwest. Lag lengths and other parameters are experimented with for different combinations of the variables.
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0% found this document useful (0 votes)
28 views6 pages

Do File11

This document contains commands being run in Stata to test for panel cointegration between variables like totalre, iq, annualgdpgrowth, and co2percapita using commands like xtcsd, pescadf, xtcointtest, and xtwest. Lag lengths and other parameters are experimented with for different combinations of the variables.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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drop starhotel

destring id ,replace

xtset id year

help pesaran

xtcsd, pesaran totalre iq co2percapita annualgdpgrowth

xtcsd, pesaran iq co2percapita annualgdpgrowth

xtcsd, pesaran totalre

xtcsd totalre

xtcsd totalre iq co2percapita annualgdpgrowth, pesaran

xtcsd totalre iq

pesaran cadf

help pesaran cadf

pescadf totalre

pescadf totalre iq annualgdpgrowth co2percapita lags(4)

pescadf totalre lags(4)

pescadf totalre ,lags(4)

pescadf d.totalre ,lags(4)

pescadf iq ,lags(4)

pescadf d.iq ,lags(4)

pescadf iq ,lags(2)

pescadf co2percapita ,lags(4)

pescadf d.co2percapita ,lags(4)

pescadf d.co2percapita ,lags(6)

pescadf d.co2percapita ,lags(1)

pescadf d.co2percapita ,lags(2)

pescadf d.co2percapita ,lags(3)

pescadf d.co2percapita ,lags(4)

pescadf annualgdpgrowth ,lags(4)

pescadf d.co2percapita ,lags(4) trend


pescadf d.co2percapita ,lags(3) trend

pescadf totalre ,lags(1)

pescadf totalre ,lags(aic 4)

pescadf totalre ,lags(2)

pescadf totalre ,lags(3)

pescadf totalre ,lags(4)

pescadf totalre ,lags(4) trend

pescadf totalre ,lags(3) trend

pescadf co2percapita ,lags(2)

pescadf co2percapita ,lags(2) trend

pescadf d.co2percapita ,lags(2) trend

xtcointtest westerlund totalre iq annualgdpgrowth co2percapita, trend

help westlund

help westerlund

pescadf totalre ,lags(4)

pescadf totalre ,lags(3)

pescadf iq ,lags(3)

pescadf iq ,lags(2)

pescadf d.iq ,lags(2)

pescadf d.iq ,lags(4)

pescadf annualgdpgrowth ,lags(4)

pescadf co2percapita ,lags(3)

pescadf co2percapita ,lags(4)

pescadf co2percapita ,lags(2)

pescadf co2percapita ,lags(1)

pescadf d.co2percapita ,lags(4)

pescadf d.co2percapita ,lags(3)

pescadf d.iq ,lags(4)

pescadf d.iq ,lags(2)


pescadf totalre ,lags(3) trend

pescadf totalre ,lags(4) trend

pescadf totalre ,lags(2) trend

pescadf totalre ,lags(1) trend

pescadf d.totalre ,lags(3) trend

pescadf totalre ,lags(3) trend

pescadf totalre ,lags(1) trend

pescadf totalre ,lags(2) trend

pescadf totalre ,lags(5) trend

pescadf totalre ,lags(1) trend

pescadf iq ,lags(4) trend

pescadf iq ,lags(1) trend

pescadf iq ,lags(5) trend

pescadf iq ,lags(4) trend

pescadf annualgdpgrowth ,lags(4) trend

pescadf annualgdpgrowth ,lags(3) trend

pescadf annualgdpgrowth ,lags(2) trend

pescadf co2percapita ,lags(3) trend

pescadf co2percapita ,lags(4) trend

pescadf co2percapita ,lags(1) trend

pescadf d.co2percapita ,lags(4) trend

pescadf d.co2percapita ,lags(2) trend

pescadf d.co2percapita ,lags(3) trend

pescadf iq ,lags(1) trend

pescadf iq ,lags(2) trend

pescadf iq ,lags(2) trend

pescadf iq ,lags(2)

pescadf iq ,lags(1)

pescadf totalre ,lags(1) trend


pescadf totalre ,lags(2) trend

pescadf totalre ,lags(3) trend

pescadf totalre ,lags(4) trend

pescadf totalre ,lags(3)

pescadf iq ,lags(1)

pescadf iq ,lags(2)

pescadf iq ,lags(1)

pescadf annualgdpgrowth ,lags(4)

pescadf co2percapita ,lags(4)

pescadf totalre ,lags(3)

pescadf d.co2percapita ,lags(3)

pescadf totalre ,lags(1) trend

pescadf iq ,lags(4) trend

pescadf annualgdpgrowth ,lags(2) trend

pescadf co2percapita ,lags(2) trend

pescadf d.co2percapita ,lags(2) trend

xtcointtest pedroni totalre iq annualgdpgrowth co2percapita, trend lags(4)

summarize totalre iq co2percapita annualgdpgrowth

des totalre iq annualgdpgrowth co2percapita

xtcointtest kao totalre iq annualgdpgrowth co2percapita, lags(4)

xtline totalre, i(totalre) t(country)

xtline id

xtline totalre

help xtwest

ssc install xtwest

xtwest totalre iq annualgdpgrowth co2percapita, constant trend lags(aic 4) leads(aic 4) lrwindow(3)


bootstrap(100)

xtwest totalre iq annualgdpgrowth co2percapita, constant trend lags(aic4) leads(aic4) lrwindow(3)


bootstrap(100)
xtwest totalre iq annualgdpgrowth co2percapita, constant trend lags(4) leads(4) lrwindow(3)
bootstrap(100)

xtwest totalre iq annualgdpgrowth co2percapita, constant trend lags(3) leads(3) lrwindow(3)


bootstrap(100)

xtwest totalre iq annualgdpgrowth co2percapita, constant trend lags(2) leads(2) lrwindow(3)


bootstrap(100)

xtwest totalre iq annualgdpgrowth co2percapita, constant trend lags(aic 2) leads(aic 2) lrwindow(3)


bootstrap(100)

xtwest totalre iq annualgdpgrowth co2percapita, constant trend lags(2) leads(2) lrwindow(3)


bootstrap(200)

xtwest totalre iq annualgdpgrowth co2percapita, constant lags(2) leads(2) lrwindow(3) bootstrap(200)

xtwest totalre iq annualgdpgrowth co2percapita, constant lags(1) leads(1) lrwindow(1) bootstrap(200)

xtwest totalre iq annualgdpgrowth co2percapita, lags(1) leads(1) lrwindow(1) bootstrap(200)

xtwest totalre iq annualgdpgrowth co2percapita,trend lags(1) leads(1) lrwindow(3) bootstrap(200)

xtwest totalre iq annualgdpgrowth co2percapita,constant trend lags(1) leads(1) lrwindow(3)


bootstrap(100)

xtwest totalre iq annualgdpgrowth co2percapita

xtwest totalre iq annualgdpgrowth co2percapita, lags(1) leads(1) lrwindow(3) bootstrap(100)

xtwest totalre iq annualgdpgrowth co2percapita , westerlund constant trend lags(1 3) leads(0 3)


lrwindow(3)

xtwest totalre iq annualgdpgrowth co2percapita , constant trend lags(1 3) leads(0 3) lrwindow(3)

xtwest totalre iq annualgdpgrowth co2percapita , westerlund constant trend lags(1) leads(1)


lrwindow(2) bootstrap(100)

xtwest totalre iq annualgdpgrowth co2percapita , constant trend lags(1) leads(1) lrwindow(2)


bootstrap(100)

help panel cointegration test

xtwest totalre iq annualgdpgrowth, westerlund constant trend lags(1) leads(1) lrwindow(2)


bootstrap(100)

xtwest totalre iq , westerlund constant trend lags(1) leads(1) lrwindow(2) bootstrap(100)

help Bai and Ng

xtwest totalre iq , westerlund constant trend lags(1) leads(1) lrwindow(2) bootstrap(50)

xtcointtest westerlund totalre iq annualgdpgrowth co2percapita, trend allpanels


xtcointtest westerlund totalre iq annualgdpgrowth co2percapita, trend allpanels

xtcointtest westerlund totalre iq annualgdpgrowth co2percapita, allpanels

xtcointtest westerlund totalre iq annualgdpgrowth co2percapita

drop annualco2emissions

xtcointtest westerlund totalre iq annualgdpgrowth co2percapita, trend allpanels

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