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'set sample pagestruct(start=3/30/2010, end=9/14/2011) * smpl @all series y1=dlog(ap) series y2=dlog(hp*exc) sample s1 3/30/2010 9/14/2011 sample s2 4/2/2010 9/14/2011 'set series 'declare coefficients coef(2) beta0 beta0(1)=0.001 beta0(2)=0.001 coef(4) beta beta(1)=-0.2 beta(2)=0.3 beta(3)=0.2 bet...