about konya panel causality

When I run the PDcause.e file in the library for Panel_SURwald; I get the following result in the output. There are no results about the coefficients. Is it possible to edit the code for this?

Test:                                        Konya Bootstrap
Ho:                                          Panel Causality
id        Wald       1% CV       5% CV      10% CV

1       9.351       7.447       7.302       7.215
2      22.643       5.204       5.162       5.137
3       9.797       1.053       1.022       1.008
4       4.367       0.564       0.489       0.459

1 Answer



As you've noted, the coefficients are not provided as stored or printed output from the Panel_SURwald procedure.

We are in the process of modifying the code to provide the coefficients as stored output.

However, you can easily modify the code yourself to print the regression coefficients to the screen.

Copy the code below and paste beginning on line 99 of the pdcause_surwald.src file. This file is located in your GAUSS home directory in "pkgs/tspdlib/src".

print ("Coefficient"$~"SE"$~"T-stat");

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