Panel VECM

[@carmenmarcilio9877]

How can I do this in Stata? I managed to do it up to the cointegration test, and all regressors are cointegrated. But now I can't seem to find the right commands to determine the correct lag length and run the panel VECM. Thanks a lot.

[@nesiya3493]

Can we find country-wise cointegration coefficient from vecm ?

[@YusanimeCrack]

does the vecm data panel have no IRF and VD?

[@nausheensodhi803]

Same question. Did you happen to find an answer to that? Thanks!

[@АянаРахиманова]

No, because on graphs it won’t be visible that the shock converged back to equilibrium as VECM include the long run dynamics :)

[@carolineong2919]

may i know what is lead variable?

[@mehwishzatoon]

Lead variable means Dependent variable.