wfcreate(wf=base, page=base) a 1999 2010 15 import E:\post\indicators.csv ftype=ascii rectype=crlf skip=0 fieldtype=delimited delim=comma colhead=1 eoltype=pad badfield=NA @freq A @id code @date(year) @smpl @all importmat(name=combinations) E:\post\matriz.csv ftype=ascii rectype=crlf skip=0 fieldtype=delimited delim=comma colhead=0 eoltype=pad badfield=NA 'we create a matrix to store the coefficient and their t-statistics for the case of two units removal: matrix(2,105) t_stats_and_coef_2 'We estimate without the removal of any unit equation fmols_eq.cointreg(panmethod=grouped) salary inv for !j =1 to 105 smpl 1999 2010 if @crossid<>combinations(!j,1) and @crossid<>combinations(!j,2) equation recursive_na.cointreg(panmethod=grouped) salary inv t_stats_and_coef_2(1,!j) = @tstat(1) t_stats_and_coef_2(2,!j) = @coefs(1) next 'In the first row of the matrix t_stats_and_coef_2 we store the t-statistics of the coefficient estimates when we remove two units 'In the second row of the matrix t_stats_and_coef_2 we store the coefficient estimates when we remove two units t_stats_and_coef_2.sheet 'here we save the matrix for the removal of two units. Then you use this excel file to plot the coefficient estimates and their respective t-statistics. t_stats_and_coef_2.write(t=xls, a1, t) e:\post\t_stats_and_coef_2.xls close t_stats_and_coef_2 'we create a matrix to store the coefficient and their t-statistics for the case of only one unit removal: matrix(2,15) t_stats_and_coef_1 for !j =1 to 15 smpl 1999 2010 if @crossid<>!j equation recursive_na1.cointreg(panmethod=grouped) salary inv t_stats_and_coef_1(1,!j) = @tstat(1) t_stats_and_coef_1(2,!j) = @coefs(1) next 'In the first row of the matrix t_stats_and_coef_1 we store the t-statistics of the coefficient estimates when we remove one unit 'In the second row of the matrix t_stats_and_coef_1 we store the coefficient estimates when we remove one unit t_stats_and_coef_1.sheet 'here we save the matrix for the removal of one unit. Then you use this excel file to plot the coefficient estimates and their respective t-statistics. t_stats_and_coef_1.write(t=xls, a1, t) e:\post\t_stats_and_coef_1.xls close t_stats_and_coef_1 wfsave(2) E:\post\base.wf1