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stata中面板数据协整分析求助

2025-03-17 10:11:18

推荐回答（1个）

回答1：

面板协整分析非常复杂的
面板数据,n=14，T=24，季度数据，连续的，部分数据搜索不到故有所缺失，做完单位根检验后，用xtwest命令做协整分析，具体命令如下：xtwest mortage CR4 RAL NONL EA , constant trend lags(1)leads(0)lrwindow(3)bootstrap(100)，弹出：Continuous time-series are required，Following series contain holes:

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