Need help from GMM panel VAR

[Mohammed Nadeem Rahimi]

Dear Respected group member, 

I am working on a paper. 

I need to find out the  Lag Length Selection. PVAR models are autoregressive; choosing the correct number of lags is essential.  Use information criteria like AIC, BIC, or HQIC for selecting optimal lags. while calculating in Stata versions 15 and 17.5. I am facing the problem empty number; just find the CD value, not the J,J value, MBIC, MAIC, and MQIC. 

since last week I have am trying to find out, but not possible even I download another version of stata. 

Kindly find attached a screenshot of the Stata calculation. base paper, which I have done work according to, is  The interplay between technological innovation, financial development, energy consumption, and natural resource rents in the BRICS economies: Evidence from GMM panel VAR. 

best wishes

Mohammad Nadeem Rahimi

Ph.D. scholar,  University School of Management (USM)

Kurukshetra university, Kurukshetra, Haryana, India (136119)

Cell# +91-8950759255

Email: nadim.r...@gmail.com 

            nadim.r...@kuk.ac.in

Skype:nadeem.rahimi

LinkedIn: 

Mohammed Nadeem Rahimi

 

[Neeraj Kaushik]

Dear MNR

I asked your query on chatGPT and it provides 4 reasons for the same and also mentions the solution.

I advise you to plz refer to the same. In case the problem persists and plz reply back here.

Best wishes

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