*! sample do.file for xtvar.ado v1.0.1 *! Friedrich-Alexander University Erlangen-Nürnberg *! Copyright Tobias Cagala & Ulrich Glogowsky October 2012. May be distributed free. *general stuff set mat 500 //use Monte-Carlo for huge datasets (because of matsize restriction) adoupdate *globals global path = "" //specify dataset-containing folder *use dataset clear all use "$path/xtvar.dta" *xtset your data xtset i t *estimates var with contemporaneous effect of y1 on y2 *confidence intervals with Monte-Carlo xtvar y1 y2, mc lags(1) *estimates var with contemporaneous effect of y1 on y2 *confidence intervals with Double Bootstrapping xtvar y1 y2, dbsn lags(1) *estimates var with contemporaneous effect of y1 on y2 *confidence intervals with Monte-Carlo *save results xtvar y1 y2, mc lags(1)ssaving($path/results, replace) *estimates var with contemporaneous effect of y1 on y2 *confidence intervals with Monte-Carlo *no graphs *300 repetitions *10 steps xtvar y1 y2, mc lags(1) nodraw reps(300) step(10)