Estimating Dynamic multipliers using Control Function Approach

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mgbv
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Joined: Tue May 30, 2017 10:32 pm

Estimating Dynamic multipliers using Control Function Approach

Postby mgbv » Mon Oct 02, 2017 9:57 am

Hi,

I am trying to estimate dynamic multipliers (DM) in a NARDL using the control function (CF-NARDL) approach to control for endogeneity in prices for demand and supply. Previously I used 2SLS in a NARDL, and I was able to estimate the DM. However, I cannot estimate the DM in the CF-NARDL, I get the following error:

LNQ_2_0M is not defined in "GRAPH GR_LPE_CF.LINE
LNQ_2_0M -LNQ_3_0M -LNQ_3_2M (-LNQ_3_2M +
BANDWIDTH*LNQ_3_2S) (-LNQ_3_2M - BANDWIDTH
*LNQ_3_2S)".

I have attached the code for the CF-NARDL and the 2SLS-NARDL estimations.

Can you please advise?

Thanks
Attachments
tsls-nardl.rar
(7.14 KiB) Downloaded 6 times
dm2.wf1
(173.01 KiB) Downloaded 6 times
cf-nardl.rar
(3.22 KiB) Downloaded 6 times

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