clear *Requires testdataset, available at https://www.dropbox.com/s/0087vh8brhid5ws/xtdcce2_sample_dataset.dta?dl=0 use xtdcce2_sample_dataset.dta, clear **xtdcce2 xtdcce2 d.log_rgdpo L.log_rgdpo log_hc log_ck log_ngd , nocross reportc xtdcce2 d.log_rgdpo L.log_rgdpo log_hc log_ck log_ngd , nocross xtdcce2 d.log_rgdpo log_hc log_ck log_ngd , reportc cr(_none) xtdcce2 d.log_rgdpo log_hc log_ck log_ngd , reportc cr(d.log_rgdpo log_hc log_ck log_ngd) xtdcce2 d.log_rgdpo log_hc log_ck log_ngd , reportc cr(d.log_rgdpo log_hc log_ck log_ngd) cr_lags(0) xtdcce2 d.log_rgdpo L.log_rgdpo log_hc log_ck log_ngd , reportc cr(d.log_rgdpo L.log_rgdpo log_hc log_ck log_ngd) cr_lags(3) xtdcce2 d.log_rgdpo L.log_rgdpo log_hc log_ck log_ngd , reportc cr(d.log_rgdpo L.log_rgdpo log_hc log_ck log_ngd) cr_lags(3) xtdcce2 d.log_rgdpo L.log_rgdpo log_hc log_ck log_ngd , reportc cr(d.log_rgdpo L.log_rgdpo log_hc log_ck log_ngd) cr_lags(3) xtdcce2 d.log_rgdpo d.L.log_rgdpo d.log_hc d.log_ck d.log_ngd , cr(_all) reportc lr(L.log_rgdpo log_hc log_ck log_ngd) p(L.log_rgdpo log_hc log_ck log_ngd) xtdcce2 d.log_rgdpo d.L.log_rgdpo d.log_hc d.log_ck d.log_ngd , cr(_all) reportc lr(L.log_rgdpo log_hc log_ck log_ngd) p(L.log_rgdpo log_hc log_ck log_ngd) lr_options(nodivide) xtdcce2 d.log_rgdpo d.L.log_rgdpo d.log_hc d.log_ck d.log_ngd , cr(_all) reportc lr(L.log_rgdpo log_hc log_ck log_ngd) p(L.log_rgdpo log_hc log_ck log_ngd) lr_options(xtpmgnames) xtdcce2 d.log_rgdpo d.L.log_rgdpo d.log_hc d.log_ngd (d.log_ck = L.log_ck), cr(_all) reportc predict res, res predict coeff, coeff *xtcd2 reg d.log_rgdpo log_hc log_ck log_ngd xtcd2 drop res reg d.log_rgdpo log_hc log_ck log_ngd predict res, residuals xtcd2 res xtcd2 res, kdensity xtcd2 log_rgdpo, noestimation