你可以在
http://econweb.umd.edu/~decker/code.html
下载
"The full package includes three .ado files: helm.ado (for performing Helmert transformations), pvar2.ado (the actual estimation command), and sgmm2.ado (employed by pvar2 for estimation). The package also includes help files for helm and pvar2. Copy these files into appropriate Stata folders. Read the pvar2 help file carefully to get started."
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