Test: Konya Bootstrap
Ho: Panel Causality
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id Wald 1% CV 5% CV 10% CV
1 9.351 7.447 7.302 7.215
2 22.643 5.204 5.162 5.137
3 9.797 1.053 1.022 1.008
4 4.367 0.564 0.489 0.459
1 Answer
0
Hello,
As you've noted, the coefficients are not provided as stored or printed output from the Panel_SURwald procedure.
We are in the process of modifying the code to provide the coefficients as stored output.
However, you can easily modify the code yourself to print the regression coefficients to the screen.
Copy the code below and paste beginning on line 99 of the pdcause_surwald.src file. This file is located in your GAUSS home directory in "pkgs/tspdlib/src".
print ("Coefficient"$~"SE"$~"T-stat");
sur_out;
Your Answer
1 Answer
Hello,
As you've noted, the coefficients are not provided as stored or printed output from the Panel_SURwald procedure.
We are in the process of modifying the code to provide the coefficients as stored output.
However, you can easily modify the code yourself to print the regression coefficients to the screen.
Copy the code below and paste beginning on line 99 of the pdcause_surwald.src file. This file is located in your GAUSS home directory in "pkgs/tspdlib/src".
print ("Coefficient"$~"SE"$~"T-stat");
sur_out;