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
bootstrap Panel Var
bootstrap Panel Var
Last edited by tyzellar on Mon May 23, 2022 2:49 pm, edited 1 time in total.
Re: bootstrap Panel Var
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.
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
Dear Tom,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.
Thank you very much. You gave me great help. It works perfectly now!
