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我要求市场不确定性，参照这个论文的做法，请教一下，如何在stata上得到每年的市场不确定性的数据呢。如果您能告诉我，可转给您100论坛币。多谢！
The other key measure in H1, Market Uncertainty, isthe market uncertainty that the firm faces in the host countries in whichit operates affiliates. We capture the volatility of a host country's economic growth by regressingthe country's gross domesticproduct (GDP) over 5 years against time and usingthe root mean square error (RMSE) of the regression scaled by the value of GDP to arrive at a standardizedproxy of market uncertainty for eachhost country and year (e.g., Kogut, 1991; Li & Li, 2010). Market Uncertainty is then the average of the uncertainty measures across the host countries in which the firm is active.H1中的另一项关键指标是市场不确定性，它是公司在其分支机构运营所在的东道国面临的市场不确定性。我们通过对5年内的国内生产总值（GDP）进行时间回归并使用回归的均方根误差（RMSE）（按GDP值来衡量）来获取东道国经济增长的波动，从而得出标准化的代表每个东道国和每个年度的市场不确定性（例如，Kogut，1991； Li＆Li，2010）
另外一个论文，也是类似的做法
Uncertainty. There are multiple sources of uncertainty that account for the randomness in a market. We focus on demand uncertainty because it drives the fluctuation of product price which in turn largely determines profitability (Brouthers, Brouthers, & Werner, 2008; Dixit & Pindyck, 1994). Existingreal options literature suggests that the uncertainty measure should capture the unpredictable and volatile components of environmental uncertainty (Carruth, Dickerson, & Henley, 2000; Dixit & Pindyck, 1994; Ghosal & Loungani, 2000). The empirical implication is that we need to forecast a trend in demand in order to obtain the unpredictable component in market demand. The China census data available to us contain three-digit industry information only for 2000-2006. Therefore, we do not have enough data points to forecast the demand trend or obtain volatility for years such as 2000. We decide to use another data source (China Statistical Yearbook, 1995-2006)5 published by NBSC, which is publicly available andgives us at least five years to predict demand (e.g., using data between 1995 and 1999 to predict the demand in 2000). The drawback of the yearbook data is that it only provides sales information at the two- digit industry level.
Wegenerate a time-varying and industry-specific measure of demand volatility. For each two- digit industry, we first regress sales growth on its lagged value and on a linear time trend recursively from 1995-2006 (i.e., using the 1995-1999 data to predict sales growth for 2000, then using the 1995-2000 data to predict sales growth for 2001, and so on). The forecasting equation is a variant of the rational expectations model with a linear trend (Favero, Pesaran, & Sharma, 1994; Ghosal & Loungani, 2000). We then measure demand volatility as the squared standard error of the regression(Favero, Pesaran, & Sharma,1994). Such residual-based measures of uncertainty are commonly used in real options literature (Ferderer, 1993; Ghosal & Loungani, 2000; Henley, Carruth,& Dickerson, 2003; Hurn & Wright, 1994). We consideran alternative uncertainty measure for robustness checks.
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