Pool Cross-sectional identifiers in Program
Posted: Wed Apr 05, 2017 2:46 am
Hi,
I would like to create a pool regression via a program. I know how to do that in a workfile, but I would like to do it via a macro.
This is what I have so far:
The problem now is that I do not know how to get the cross-sectional identifiers into the pool equation via the program.
The command pool.define seems not to be working.
I would like to create a pool regression via a program. I know how to do that in a workfile, but I would like to do it via a macro.
This is what I have so far:
The problem now is that I do not know how to get the cross-sectional identifiers into the pool equation via the program.
Code: Select all
pool test
test.ls(cov=cxsur) ret_my? valuation_?(-1) @cxreg c ret_other