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bootstrap Panel Var

Unread postPosted: Wed May 18, 2022 1:28 pm
by tyzellar
Hello everyone,
I am trying to use the bootstrapping procedure for the panel var model that I have but I receive this message when I run the code "## SR10. Missing Values And/Or SMPL Options Leave No Usable Data Points
The Error Occurred At Location 14723, Line 85 of loop/block" Could someone tell me how to debug this problem?

I also attached the dataset and the code file.
Thank you in advance.
I would appreciate any help.

Taulant Yzellari

Re: bootstrap Panel Var

Unread postPosted: Thu May 19, 2022 8:25 am
by TomDoan
Your STARTE value is wrong for the data:

compute starte=1976:3

You're doing 4 lags on a VAR on differences with raw data starting at 1975:3 so you're losing five data points not four. That means that the earliest date for the simulations is 1976:4.

Re: bootstrap Panel Var

Unread postPosted: Thu May 19, 2022 9:46 am
by tyzellar
TomDoan wrote:Your STARTE value is wrong for the data:

compute starte=1976:3

You're doing 4 lags on a VAR on differences with raw data starting at 1975:3 so you're losing five data points not four. That means that the earliest date for the simulations is 1976:4.

Dear Tom,
Thank you very much. You gave me great help. It works perfectly now! :D