建议stata出错的同学可以试下R:
##加载plm包
library(plm)
## 转换成面板数据
pdata = pdata.frame(data , index = c("provin","year"))
purtest(object= pdata[,3],exo = "intercept" ,test ="ips" ,lags="AIC" ,pmax=4)
library(panelvar)
gmmlag5=pvargmm(dependent_vars=c("lny1","lny2","lnx1"),data=pdata,lags=5,transformation="fd",steps="twostep",max_instr_dependent_vars=99,max_instr_predet_vars=99)
|