----------------------------------------------------------------------------------------------------
      name:  <unnamed>
       log:  C:\Users\Stan\Documents\Stata\Foreclosures\Paper/v5/Robustness/ForeclosurePriceNexus_Ro
> bustnessLog_FullData_Appendix.v5.txt
  log type:  text
 opened on:   8 May 2011, 18:39:15

. pvar dlemp dlsales dlperm dlhpi lfor if state ~= 52 , lag(12) irf(24) gmm monte list_imp "decomp 2
> 4"

Current memory allocation

                    current                                 memory usage
    settable          value     description                 (1M = 1024k)
    --------------------------------------------------------------------
    set maxvar         5000     max. variables allowed           1.947M
    set memory         1000M    max. data space              1,000.000M
    set matsize         800     max. RHS vars in models          4.950M
                                                            -----------
                                                             1,006.897M
(121 observations deleted)

Variable names in order: dlemp dlsales dlperm dlhpi lfor
GMM started : 18:39:15  
accumulating matrices equation 1,2,3,4,5,calculating b2sls
calculating big ZuuZ matrix
finished accumulating ZuuZ
_______ Results of the Estimation by system GMM_________
number of observations used : 5185
------------------------------------------------------------------------------
EQ1: dep.var     : h_dlemp

                    b_GMM      se_GMM       t_GMM
    L.h_dlemp   .46196402   .04286778   10.776486
  L.h_dlsales   .00269617   .00078478   3.4355514
   L.h_dlperm   .00313387   .00053512   5.8564164
    L.h_dlhpi  -.00116192    .0060202  -.19300287
     L.h_lfor  -.00025488   .00047842  -.53274989
   L2.h_dlemp   .21759127   .02913183   7.4691932
 L2.h_dlsales   .00304061   .00086231   3.5261416
  L2.h_dlperm   .00199918   .00067173    2.976169
   L2.h_dlhpi   .01995292   .00674722   2.9572062
    L2.h_lfor   .00096916   .00054863   1.7665057
   L3.h_dlemp   .08319435   .02733216    3.043826
 L3.h_dlsales   .00139092    .0008453    1.645475
  L3.h_dlperm   .00172532   .00053459   3.2273896
   L3.h_dlhpi   .00702011   .00586982   1.1959655
    L3.h_lfor   .00072905   .00053547   1.3615017
   L4.h_dlemp  -.13229621   .02396456   -5.520495
 L4.h_dlsales   .00195911   .00081833   2.3940344
  L4.h_dlperm   .00142305   .00052262   2.7229166
   L4.h_dlhpi  -.00002237   .00630564  -.00354774
    L4.h_lfor  -.00139313   .00055305  -2.5190013
   L5.h_dlemp   .07655513   .02476424    3.091358
 L5.h_dlsales   .00307395   .00080564   3.8155197
  L5.h_dlperm   .00254268   .00068958    3.687297
   L5.h_dlhpi  -.01278973   .00634642  -2.0152691
    L5.h_lfor  -.00027426   .00055075  -.49797426
   L6.h_dlemp   .05501272   .01850545   2.9727841
 L6.h_dlsales   .00361049   .00077183   4.6778297
  L6.h_dlperm   .00175845   .00062385   2.8186997
   L6.h_dlhpi   .00485058   .00506202   .95823091
    L6.h_lfor  -.00045373   .00056282   -.8061743
   L7.h_dlemp   .02206882   .01885624   1.1703723
 L7.h_dlsales    .0037251   .00075876   4.9094345
  L7.h_dlperm  -.00073638    .0005928  -1.2422098
   L7.h_dlhpi   .00296188   .00515266   .57482503
    L7.h_lfor   .00021725   .00054932   .39549219
   L8.h_dlemp  -.11111578    .0198933  -5.5855889
 L8.h_dlsales   .00285837   .00079334   3.6029708
  L8.h_dlperm  -.00068059   .00056749  -1.1992858
   L8.h_dlhpi   .00455018   .00393404   1.1566163
    L8.h_lfor   .00047882   .00059013   .81137805
   L9.h_dlemp    .0604603   .02389315   2.5304445
 L9.h_dlsales    .0006627   .00079429   .83432864
  L9.h_dlperm   .00089361   .00064184     1.39226
   L9.h_dlhpi   .00331967   .00427457    .7766098
    L9.h_lfor   .00015581   .00064439   .24179455
  L10.h_dlemp   .04823313   .02011271   2.3981417
L10.h_dlsales  -.00060623   .00075084   -.8074063
 L10.h_dlperm   .00046188   .00057828   .79870495
  L10.h_dlhpi  -.00011833   .00313273  -.03777159
   L10.h_lfor    .0005425   .00064933   .83546948
  L11.h_dlemp   .00209901   .01677204    .1251495
L11.h_dlsales   .00016964   .00071352    .2377521
 L11.h_dlperm   .00025026   .00061935   .40407727
  L11.h_dlhpi   .00063224    .0032314   .19565596
   L11.h_lfor   .00036393   .00067406   .53990296
  L12.h_dlemp  -.01276535   .01899756  -.67194675
L12.h_dlsales  -.00056746   .00069523  -.81622451
 L12.h_dlperm  -.00065038   .00054229  -1.1993367
  L12.h_dlhpi   -.0008598   .00238704  -.36019648
   L12.h_lfor  -.00074331   .00050013  -1.4862364
------------------------------------------------------------------------------
------------------------------------------------------------------------------
EQ2: dep.var     : h_dlsales

                    b_GMM      se_GMM       t_GMM
    L.h_dlemp   .19156318   .41497207   .46162909
  L.h_dlsales  -.25059317   .02771388  -9.0421544
   L.h_dlperm   .08369558   .01364786   6.1325073
    L.h_dlhpi   .66487913   .14986537   4.4365094
     L.h_lfor   .00908138   .01118952   .81159644
   L2.h_dlemp  -.58419002   .43045127  -1.3571572
 L2.h_dlsales   -.0846262   .02347596  -3.6048025
  L2.h_dlperm   .05255274   .01263832   4.1582071
   L2.h_dlhpi   .18843223   .14517525   1.2979639
    L2.h_lfor   .02638444   .01369564   1.9264844
   L3.h_dlemp  -1.7370883   .44952713  -3.8642569
 L3.h_dlsales  -.07909851   .02262728  -3.4957141
  L3.h_dlperm   .02420477   .01175153   2.0597118
   L3.h_dlhpi   .13535791   .13795378   .98118306
    L3.h_lfor  -.01921576   .01415966  -1.3570775
   L4.h_dlemp  -.56587733   .41947373  -1.3490173
 L4.h_dlsales   .03281767   .02243634   1.4627013
  L4.h_dlperm  -.01917705   .01453855  -1.3190483
   L4.h_dlhpi  -.21506276   .12998971  -1.6544598
    L4.h_lfor  -.00216821   .01462306  -.14827308
   L5.h_dlemp    .7492781   .42087952   1.7802674
 L5.h_dlsales   .00422446   .02183028   .19351369
  L5.h_dlperm    .0125741    .0141377   .88940233
   L5.h_dlhpi  -.15557285    .1307818  -1.1895604
    L5.h_lfor   .01079337   .01440964   .74903827
   L6.h_dlemp  -.22272366   .38823689  -.57367978
 L6.h_dlsales   .08537656   .02139144   3.9911555
  L6.h_dlperm     .023121   .01284216   1.8003987
   L6.h_dlhpi   .12525461   .11824369   1.0592921
    L6.h_lfor  -.00006024   .01487103  -.00405105
   L7.h_dlemp    .5930545   .37284429   1.5906225
 L7.h_dlsales   .01177279   .02241941   .52511598
  L7.h_dlperm  -.00058373   .01325482  -.04403884
   L7.h_dlhpi    .2101243   .11730976   1.7911919
    L7.h_lfor   .00103359   .01468597   .07037944
   L8.h_dlemp  -.03268246   .40459963  -.08077728
 L8.h_dlsales  -.03308405   .02330157  -1.4198206
  L8.h_dlperm   .00894938    .0130922   .68356573
   L8.h_dlhpi  -.18170044   .10075706  -1.8033519
    L8.h_lfor   .02118067     .016565   1.2786397
   L9.h_dlemp   .17199168    .3781132   .45486821
 L9.h_dlsales  -.01873503   .01917536   -.9770367
  L9.h_dlperm   .04079164   .01275194   3.1988573
   L9.h_dlhpi   .01741645   .07366845   .23641668
    L9.h_lfor   .00006856    .0138703   .00494307
  L10.h_dlemp  -.62240079   .37463326  -1.6613602
L10.h_dlsales   .05001702   .01782993   2.8052284
 L10.h_dlperm    .0143851   .01174519   1.2247648
  L10.h_dlhpi   -.0090911   .07368761   -.1233735
   L10.h_lfor   .00306773    .0139054   .22061429
  L11.h_dlemp   .80101155   .35395632   2.2630237
L11.h_dlsales   .01784751   .01776412   1.0046943
 L11.h_dlperm    .0241139   .01178602    2.045975
  L11.h_dlhpi  -.01838426   .06634853  -.27708618
   L11.h_lfor   -.0132293   .01282953  -1.0311597
  L12.h_dlemp  -.02184802   .33619919  -.06498534
L12.h_dlsales  -.00594292   .01714879  -.34655026
 L12.h_dlperm   .00959936   .01222509   .78521796
  L12.h_dlhpi  -.05863776   .06593984  -.88926148
   L12.h_lfor  -.02566527   .01014917  -2.5288049
------------------------------------------------------------------------------
------------------------------------------------------------------------------
EQ3: dep.var     : h_dlperm

                    b_GMM      se_GMM       t_GMM
    L.h_dlemp   1.0631938   .63222437   1.6816717
  L.h_dlsales   .18247796    .0331826   5.4992056
   L.h_dlperm  -.34084904    .0486073   -7.012301
    L.h_dlhpi   1.3013869   .25112708   5.1821847
     L.h_lfor  -.01319422   .01496484  -.88168146
   L2.h_dlemp   .56589236   .70219184   .80589424
 L2.h_dlsales   .13488915   .03251934   4.1479669
  L2.h_dlperm  -.16523934   .04662211  -3.5442273
   L2.h_dlhpi   .71666925   .34124412   2.1001659
    L2.h_lfor   .00500799   .01408812   .35547599
   L3.h_dlemp  -2.3582725   .88925369  -2.6519682
 L3.h_dlsales   .11816025   .03757441   3.1447003
  L3.h_dlperm   .01439493   .07482904   .19237091
   L3.h_dlhpi   .22892178    .2017114   1.1348976
    L3.h_lfor  -.03459177     .014738  -2.3471145
   L4.h_dlemp  -3.0449271   .87027373  -3.4988153
 L4.h_dlsales   .06269253   .03218586   1.9478288
  L4.h_dlperm  -.04137089   .06547276   -.6318794
   L4.h_dlhpi  -.49663271   .25951148  -1.9137216
    L4.h_lfor   .00315183   .01540297   .20462502
   L5.h_dlemp   .51490471   .68670775   .74981636
 L5.h_dlsales   .03449967   .03064744   1.1256953
  L5.h_dlperm   .13631645   .04629714   2.9443818
   L5.h_dlhpi   -.5549128   .25376974  -2.1866784
    L5.h_lfor     .010487   .01583629   .66221309
   L6.h_dlemp   .55235653   .72966859   .75699644
 L6.h_dlsales   .05280351   .03147794   1.6774767
  L6.h_dlperm   .15274984   .05834154   2.6182004
   L6.h_dlhpi  -.19891102   .21836929  -.91089283
    L6.h_lfor  -.00889154   .01577954  -.56348565
   L7.h_dlemp   1.1197144   .71037875   1.5762218
 L7.h_dlsales   .05228193    .0363654   1.4376834
  L7.h_dlperm   .00787486   .04933969   .15960491
   L7.h_dlhpi  -.15675885   .19579697  -.80061937
    L7.h_lfor   .01869482   .01504953   1.2422196
   L8.h_dlemp  -.53224867   .53309128  -.99841937
 L8.h_dlsales   .00040874   .03311046    .0123448
  L8.h_dlperm  -.00422775   .05408627  -.07816673
   L8.h_dlhpi  -.33674268   .13686486  -2.4604028
    L8.h_lfor   .05215901   .01609309   3.2410817
   L9.h_dlemp   .49099508   .59718527   .82218217
 L9.h_dlsales  -.06065383   .03459239  -1.7533864
  L9.h_dlperm    .0437362   .05763389   .75886259
   L9.h_dlhpi  -.25235963   .12218793    -2.06534
    L9.h_lfor  -.00472456   .01633177  -.28928673
  L10.h_dlemp   .47915623   .57329222   .83579755
L10.h_dlsales  -.07471777   .03395833  -2.2002779
 L10.h_dlperm   .14670387   .05006258   2.9304096
  L10.h_dlhpi  -.31137571   .11321834  -2.7502232
   L10.h_lfor  -.01450129   .01584237  -.91534837
  L11.h_dlemp   .37906964   .51907383   .73028079
L11.h_dlsales  -.08673977    .0331667  -2.6152672
 L11.h_dlperm   .17725505   .04067853   4.3574601
  L11.h_dlhpi  -.18065199   .09833461   -1.837115
   L11.h_lfor  -.00620431    .0149077  -.41618139
  L12.h_dlemp  -.03118909   .45956909  -.06786594
L12.h_dlsales  -.06699929   .02665917  -2.5131802
 L12.h_dlperm    .1207619   .05077382   2.3784286
  L12.h_dlhpi  -.06855075   .08919388   -.7685589
   L12.h_lfor  -.00289397   .01179146  -.24542943
------------------------------------------------------------------------------
------------------------------------------------------------------------------
EQ4: dep.var     : h_dlhpi

                    b_GMM      se_GMM       t_GMM
    L.h_dlemp   .07656604   .07610604   1.0060441
  L.h_dlsales   .00500917    .0024255   2.0652073
   L.h_dlperm   .00492514   .00194305   2.5347483
    L.h_dlhpi   .14320514   .02912838   4.9163434
     L.h_lfor  -.00672446   .00163903  -4.1027081
   L2.h_dlemp  -.03847162   .07029302  -.54730354
 L2.h_dlsales   .00724727   .00320997   2.2577389
  L2.h_dlperm   .00644902   .00198223   3.2534177
   L2.h_dlhpi   .14425918     .033721   4.2780222
    L2.h_lfor  -.00100425   .00209031  -.48043421
   L3.h_dlemp   .00404398   .06111775   .06616705
 L3.h_dlsales   .01002184   .00357425   2.8039007
  L3.h_dlperm   .00275947   .00163385   1.6889393
   L3.h_dlhpi   .19782219   .03704515   5.3400293
    L3.h_lfor   .00351797   .00202496   1.7373022
   L4.h_dlemp   .20631473   .07258791   2.8422739
 L4.h_dlsales   .00309228   .00294881   1.0486545
  L4.h_dlperm  -.00140236   .00254562  -.55089244
   L4.h_dlhpi   .11626532   .03654816   3.1811539
    L4.h_lfor   .00455147   .00198275   2.2955291
   L5.h_dlemp  -.08645473   .06458932  -1.3385299
 L5.h_dlsales   .00851991   .00334853    2.544376
  L5.h_dlperm   .00203694   .00202103    1.007873
   L5.h_dlhpi    .0170503   .04812928   .35426036
    L5.h_lfor   .00121362   .00186688   .65007595
   L6.h_dlemp   .07707651   .06430793   1.1985537
 L6.h_dlsales   .00206534   .00273051   .75639211
  L6.h_dlperm  -.00017588   .00208597  -.08431654
   L6.h_dlhpi   .02232205   .02975538   .75018556
    L6.h_lfor  -.00018605   .00174626  -.10654498
   L7.h_dlemp  -.03356743   .06621441  -.50695049
 L7.h_dlsales   .00447066   .00288791   1.5480624
  L7.h_dlperm   .00128856   .00213389   .60385473
   L7.h_dlhpi   .04124801    .0280393   1.4710785
    L7.h_lfor  -.00161898   .00171414  -.94448346
   L8.h_dlemp   .05363976     .056051   .95698128
 L8.h_dlsales   .00040302   .00316365   .12739041
  L8.h_dlperm   .00079379   .00301614   .26318085
   L8.h_dlhpi   .03897593   .02468002   1.5792505
    L8.h_lfor   .00061795   .00181182   .34106786
   L9.h_dlemp  -.08073607   .05962033  -1.3541702
 L9.h_dlsales   .00263399   .00359064   .73357131
  L9.h_dlperm   .00283705   .00280851   1.0101601
   L9.h_dlhpi   .05802262   .01882847   3.0816434
    L9.h_lfor    .0038457   .00187632   2.0495988
  L10.h_dlemp   .01092512   .06407648   .17050117
L10.h_dlsales    .0022679   .00290639   .78031447
 L10.h_dlperm   .00138772   .00212925   .65174381
  L10.h_dlhpi  -.01768358   .02134423  -.82849457
   L10.h_lfor  -.00100366   .00171355  -.58572236
  L11.h_dlemp  -.09263622   .06415687  -1.4439019
L11.h_dlsales   .00866021   .00312076   2.7750337
 L11.h_dlperm  -7.605e-06   .00185965   -.0040897
  L11.h_dlhpi   .00025507   .01403884   .01816909
   L11.h_lfor   .00006085   .00192197   .03166021
  L12.h_dlemp   .10705458   .06219463   1.7212833
L12.h_dlsales   .00911215   .00327748   2.7802293
 L12.h_dlperm  -.00040599   .00207714  -.19545564
  L12.h_dlhpi   .01336146   .01406014   .95030749
   L12.h_lfor  -.00112169   .00140345  -.79923649
------------------------------------------------------------------------------
------------------------------------------------------------------------------
EQ5: dep.var     : h_lfor

                    b_GMM      se_GMM       t_GMM
    L.h_dlemp   -1.482515    .5626626  -2.6348206
  L.h_dlsales  -.08558113   .02865222  -2.9868929
   L.h_dlperm  -.04129034   .01188465  -3.4742568
    L.h_dlhpi  -1.1697128    .2032354  -5.7554578
     L.h_lfor    .7065594   .03659907   19.305395
   L2.h_dlemp   .16311306   .65463708   .24916563
 L2.h_dlsales  -.00054852   .02938911  -.01866414
  L2.h_dlperm  -.05579149   .01358744  -4.1061063
   L2.h_dlhpi  -.43007256   .21612291  -1.9899443
    L2.h_lfor   .21459921   .04912469   4.3684596
   L3.h_dlemp  -1.0830592   .57890762  -1.8708671
 L3.h_dlsales   .00236831    .0278585   .08501217
  L3.h_dlperm   -.0464642   .01465361  -3.1708358
   L3.h_dlhpi  -1.0577322    .2075076   -5.097318
    L3.h_lfor      .05469   .04774878   1.1453696
   L4.h_dlemp   .46734968   .56814568   .82258775
 L4.h_dlsales  -.00704596   .02791617  -.25239719
  L4.h_dlperm  -.04019486   .01643927  -2.4450507
   L4.h_dlhpi   .09249742   .20104389   .46008571
    L4.h_lfor   .06502981   .04100244   1.5859987
   L5.h_dlemp  -.36043081   .55061397  -.65459801
 L5.h_dlsales  -.01095075   .02793108   -.3920632
  L5.h_dlperm  -.06746677   .01661669  -4.0601799
   L5.h_dlhpi  -.26044664   .22138826  -1.1764248
    L5.h_lfor  -.02357974   .03338354  -.70632843
   L6.h_dlemp   1.6335113   .62203241   2.6260871
 L6.h_dlsales   .01299462    .0284477   .45678977
  L6.h_dlperm  -.08621611   .01591835  -5.4161469
   L6.h_dlhpi   .11009055   .18837957   .58440815
    L6.h_lfor  -.04827895   .03276892  -1.4733152
   L7.h_dlemp   .81762444   .59177431   1.3816491
 L7.h_dlsales   .03018456   .02768377   1.0903344
  L7.h_dlperm  -.05240526   .01751628  -2.9918027
   L7.h_dlhpi   .16644525    .1741361   .95583425
    L7.h_lfor   .03685384   .03342903   1.1024503
   L8.h_dlemp   .37791554   .61915143    .6103766
 L8.h_dlsales   .03970681   .02755498   1.4410033
  L8.h_dlperm  -.03317331   .01919137  -1.7285532
   L8.h_dlhpi   .04485415   .14047738     .319298
    L8.h_lfor  -.03792828   .04413571  -.85935583
   L9.h_dlemp   -1.119092    .5992781  -1.8674002
 L9.h_dlsales   .02724759    .0278174   .97951636
  L9.h_dlperm  -.01835786   .01799013  -1.0204403
   L9.h_dlhpi    .5728029   .15328698   3.7368007
    L9.h_lfor  -.04044925   .03322968  -1.2172629
  L10.h_dlemp   .58686106   .60198342   .97487911
L10.h_dlsales   .02152661   .02845497   .75651489
 L10.h_dlperm  -.02022212   .01697622   -1.191203
  L10.h_dlhpi   .14247833   .12900649   1.1044276
   L10.h_lfor    .0155964   .03114321   .50079632
  L11.h_dlemp  -.45356715   .61180758  -.74135589
L11.h_dlsales    .0332787   .02623278    1.268592
 L11.h_dlperm  -.00496364    .0166238  -.29858607
  L11.h_dlhpi  -.03935694   .11012456   -.3573857
   L11.h_lfor  -.02228204   .03098096  -.71921727
  L12.h_dlemp  -.32221196   .57460894  -.56074999
L12.h_dlsales  -.02917297   .02685871  -1.0861642
 L12.h_dlperm  -.00234028    .0161859  -.14458751
  L12.h_dlhpi   .20982555   .12948462    1.620467
   L12.h_lfor   .00845589   .02052449   .41199024
------------------------------------------------------------------------------
just identified - Hansen statistic is not calculated 
these are summary  of residuals:

    Variable |       Obs        Mean    Std. Dev.       Min        Max
-------------+--------------------------------------------------------
    __00009I |      5237    .0001972    .0041719  -.0642182   .0473129
    __00009L |      5237    .0069564    .0987558  -.9541497   .7036458
    __00009O |      5236    .0036662    .1587431  -2.983038   2.485305
    __00009R |      5237    .0002198    .0127133  -.2121009   .1701333
    __00009U |      5186    .0001505    .1427805  -1.616656   2.287187
-------------+--------------------------------------------------------
       dlemp |      6120     .003195    .0074502  -.0723462   .0675726
     dlsales |      5916    .0053343    .1111583  -.9608572   .8230836
      dlperm |      6116   -.0023875    .1828618  -3.146739   2.144224
       dlhpi |      6120    .0099512    .0306916  -.5440834   .8052704
        lfor |      6120   -.1832155    .7563009  -3.912023   2.598235

symmetric uu[5,5]
              dlemp     dlsales      dlperm       dlhpi        lfor
  dlemp   .00001745
dlsales   .00003205   .00940543
 dlperm   .00010207   .00303339   .02501266
  dlhpi  -2.061e-06   .00010063   .00012358   .00016255
   lfor  -.00003312  -.00081671  -.00094131  -.00012513    .0203787
 
Residuals correlation matrix 

             |       u1       u2       u3       u4       u5
-------------+---------------------------------------------
          u1 |   1.0000 
             |
             |
          u2 |   0.0838   1.0000 
             |   0.0000
             |
          u3 |   0.1489   0.1908   1.0000 
             |   0.0000   0.0000
             |
          u4 |  -0.0376   0.0837   0.0628   1.0000 
             |   0.0066   0.0000   0.0000
             |
          u5 |  -0.0560  -0.0589  -0.0417  -0.0688   1.0000 
             |   0.0001   0.0000   0.0027   0.0000
             |
 
Variance-covariance matrix of residuals (u'u):

symmetric uu[5,5]
              dlemp     dlsales      dlperm       dlhpi        lfor
  dlemp   .00001745
dlsales   .00003205   .00940543
 dlperm   .00010207   .00303339   .02501266
  dlhpi  -2.061e-06   .00010063   .00012358   .00016255
   lfor  -.00003312  -.00081671  -.00094131  -.00012513    .0203787
 
Mean squared errors of regression (sqrt of diagonal elements of u'u)

rmse[1,5]
        dlemp    dlsales     dlperm      dlhpi       lfor
r1  .00417736  .09698157  .15815392   .0127494  .14275399
 
GMM finished : 18:39:18
 

Current memory allocation

                    current                                 memory usage
    settable          value     description                 (1M = 1024k)
    --------------------------------------------------------------------
    set maxvar         5000     max. variables allowed           1.947M
    set memory         1000M    max. data space              1,000.000M
    set matsize        5000     max. RHS vars in models        191.154M
                                                            -----------
                                                             1,193.102M
Starting Monte-Carlo loop : 18:39:18 , total 200 repetitions requested
i=6, i=12, i=18, i=24, i=30, i=36, i=42, i=48, i=54, i=60, i=66, i=72, i=78, i=84, i=90, i=96, i=102
> , i=108, i=114, i=120, i=126, i=132, i=138, i=144, i=150, i=156, i=162, i=168, i=174, i=180, i=186
> , i=192, i=198, i=200, finished Monte-Carlo loop : 18:39:50 
Impulse-responses of variable in varname to the shock in column variable

  +------------------------------------------------------------------------+
  | varname    s   order     dlemp   dlsales    dlperm     dlhpi      lfor |
  |------------------------------------------------------------------------|
  |   dlemp    0       1    0.0042    0.0000    0.0000    0.0000    0.0000 |
  |   dlemp    1       1    0.0020    0.0004    0.0005   -0.0000   -0.0000 |
  |   dlemp    2       1    0.0019    0.0005    0.0004    0.0003    0.0001 |
  |   dlemp    3       1    0.0017    0.0005    0.0005    0.0003    0.0002 |
  |   dlemp    4       1    0.0008    0.0006    0.0006    0.0003    0.0000 |
  |------------------------------------------------------------------------|
  |   dlemp    5       1    0.0010    0.0008    0.0007    0.0002   -0.0000 |
  |   dlemp    6       1    0.0009    0.0009    0.0007    0.0004   -0.0001 |
  |   dlemp    7       1    0.0008    0.0010    0.0005    0.0004   -0.0001 |
  |   dlemp    8       1    0.0003    0.0010    0.0005    0.0005   -0.0000 |
  |   dlemp    9       1    0.0004    0.0008    0.0006    0.0005    0.0000 |
  |------------------------------------------------------------------------|
  |   dlemp   10       1    0.0004    0.0006    0.0005    0.0004    0.0001 |
  |   dlemp   11       1    0.0004    0.0007    0.0006    0.0004    0.0002 |
  |   dlemp   12       1    0.0004    0.0005    0.0005    0.0004    0.0002 |
  |   dlemp   13       1    0.0003    0.0005    0.0005    0.0003    0.0003 |
  |   dlemp   14       1    0.0002    0.0005    0.0005    0.0003    0.0003 |
  |------------------------------------------------------------------------|
  |   dlemp   15       1    0.0002    0.0004    0.0005    0.0003    0.0003 |
  |   dlemp   16       1    0.0002    0.0004    0.0005    0.0002    0.0004 |
  |   dlemp   17       1    0.0002    0.0004    0.0005    0.0002    0.0004 |
  |   dlemp   18       1    0.0002    0.0004    0.0004    0.0001    0.0004 |
  |   dlemp   19       1    0.0001    0.0003    0.0003    0.0001    0.0004 |
  |------------------------------------------------------------------------|
  |   dlemp   20       1    0.0001    0.0003    0.0003    0.0001    0.0004 |
  |   dlemp   21       1    0.0001    0.0003    0.0003    0.0000    0.0004 |
  |   dlemp   22       1    0.0001    0.0002    0.0003    0.0000    0.0004 |
  |   dlemp   23       1    0.0001    0.0002    0.0002   -0.0000    0.0003 |
  |   dlemp   24       1    0.0001    0.0002    0.0002   -0.0000    0.0003 |
  |------------------------------------------------------------------------|
  | dlsales    0       2    0.0077    0.0967    0.0000    0.0000    0.0000 |
  | dlsales    1       2    0.0005   -0.0211    0.0133    0.0083    0.0013 |
  | dlsales    2       2   -0.0019   -0.0001    0.0011    0.0025    0.0035 |
  | dlsales    3       2   -0.0077   -0.0037   -0.0002    0.0033   -0.0011 |
  | dlsales    4       2   -0.0051    0.0066   -0.0048   -0.0009    0.0000 |
  |------------------------------------------------------------------------|
  | dlsales    5       2   -0.0008   -0.0017    0.0032   -0.0008    0.0020 |
  | dlsales    6       2   -0.0024    0.0093    0.0036    0.0016    0.0018 |
  | dlsales    7       2    0.0013   -0.0035   -0.0010    0.0035    0.0017 |
  | dlsales    8       2   -0.0008   -0.0030    0.0000   -0.0027    0.0047 |
  | dlsales    9       2   -0.0010   -0.0013    0.0035    0.0004    0.0038 |
  |------------------------------------------------------------------------|
  | dlsales   10       2   -0.0036    0.0052   -0.0022   -0.0005    0.0048 |
  | dlsales   11       2    0.0036   -0.0019    0.0053   -0.0011    0.0022 |
  | dlsales   12       2   -0.0006    0.0000    0.0009   -0.0018   -0.0002 |
  | dlsales   13       2   -0.0005   -0.0003   -0.0020   -0.0001    0.0011 |
  | dlsales   14       2   -0.0004    0.0001   -0.0015   -0.0012    0.0012 |
  |------------------------------------------------------------------------|
  | dlsales   15       2   -0.0010   -0.0006   -0.0003   -0.0009    0.0009 |
  | dlsales   16       2   -0.0005    0.0006    0.0001   -0.0012    0.0006 |
  | dlsales   17       2    0.0007   -0.0008    0.0007   -0.0006    0.0003 |
  | dlsales   18       2    0.0003   -0.0002   -0.0010   -0.0007    0.0002 |
  | dlsales   19       2   -0.0004   -0.0004   -0.0008   -0.0004    0.0001 |
  |------------------------------------------------------------------------|
  | dlsales   20       2   -0.0004   -0.0004   -0.0001   -0.0005    0.0001 |
  | dlsales   21       2    0.0002   -0.0008    0.0004   -0.0006   -0.0002 |
  | dlsales   22       2   -0.0000   -0.0002    0.0004   -0.0004   -0.0004 |
  | dlsales   23       2    0.0002   -0.0004   -0.0002   -0.0002   -0.0004 |
  | dlsales   24       2   -0.0000   -0.0000   -0.0010   -0.0002   -0.0004 |
  |------------------------------------------------------------------------|
  |  dlperm    0       3    0.0244    0.0294    0.1535    0.0000    0.0000 |
  |  dlperm    1       3   -0.0030    0.0091   -0.0514    0.0166   -0.0019 |
  |  dlperm    2       3    0.0030    0.0036   -0.0032    0.0076   -0.0010 |
  |  dlperm    3       3   -0.0052    0.0098    0.0170    0.0045   -0.0061 |
  |  dlperm    4       3   -0.0139    0.0011   -0.0089    0.0015   -0.0025 |
  |------------------------------------------------------------------------|
  |  dlperm    5       3    0.0029    0.0053    0.0231   -0.0006   -0.0008 |
  |  dlperm    6       3   -0.0001    0.0099    0.0116    0.0041   -0.0039 |
  |  dlperm    7       3    0.0014    0.0046   -0.0138    0.0034    0.0001 |
  |  dlperm    8       3   -0.0015   -0.0009    0.0064   -0.0010    0.0058 |
  |  dlperm    9       3   -0.0022   -0.0042    0.0079   -0.0002    0.0015 |
  |------------------------------------------------------------------------|
  |  dlperm   10       3    0.0018   -0.0007    0.0181   -0.0023    0.0023 |
  |  dlperm   11       3    0.0036    0.0017    0.0179   -0.0010    0.0028 |
  |  dlperm   12       3    0.0024    0.0031    0.0013    0.0008    0.0026 |
  |  dlperm   13       3   -0.0016    0.0049   -0.0094   -0.0002    0.0021 |
  |  dlperm   14       3   -0.0019   -0.0008    0.0065   -0.0021    0.0018 |
  |------------------------------------------------------------------------|
  |  dlperm   15       3   -0.0017   -0.0005    0.0060   -0.0029    0.0018 |
  |  dlperm   16       3    0.0000    0.0012    0.0050   -0.0025    0.0020 |
  |  dlperm   17       3    0.0011    0.0017    0.0019   -0.0017    0.0017 |
  |  dlperm   18       3   -0.0003    0.0008   -0.0041   -0.0020    0.0021 |
  |  dlperm   19       3   -0.0010   -0.0015   -0.0004   -0.0030    0.0020 |
  |------------------------------------------------------------------------|
  |  dlperm   20       3   -0.0007   -0.0029    0.0053   -0.0031    0.0018 |
  |  dlperm   21       3    0.0004   -0.0018    0.0042   -0.0030    0.0016 |
  |  dlperm   22       3    0.0008   -0.0004    0.0021   -0.0025    0.0018 |
  |  dlperm   23       3   -0.0001    0.0001   -0.0022   -0.0021    0.0016 |
  |  dlperm   24       3   -0.0007   -0.0011   -0.0024   -0.0025    0.0012 |
  |------------------------------------------------------------------------|
  |   dlhpi    0       4   -0.0005    0.0011    0.0007    0.0127    0.0000 |
  |   dlhpi    1       4    0.0005    0.0008    0.0009    0.0019   -0.0010 |
  |   dlhpi    2       4    0.0003    0.0012    0.0011    0.0024   -0.0010 |
  |   dlhpi    3       4    0.0003    0.0016    0.0007    0.0035   -0.0005 |
  |   dlhpi    4       4    0.0011    0.0009    0.0005    0.0031   -0.0002 |
  |------------------------------------------------------------------------|
  |   dlhpi    5       4    0.0003    0.0018    0.0012    0.0021   -0.0003 |
  |   dlhpi    6       4    0.0007    0.0012    0.0008    0.0024   -0.0002 |
  |   dlhpi    7       4    0.0006    0.0017    0.0012    0.0025   -0.0003 |
  |   dlhpi    8       4    0.0007    0.0014    0.0012    0.0025   -0.0002 |
  |   dlhpi    9       4    0.0002    0.0018    0.0014    0.0027    0.0005 |
  |------------------------------------------------------------------------|
  |   dlhpi   10       4    0.0005    0.0015    0.0012    0.0019    0.0003 |
  |   dlhpi   11       4   -0.0000    0.0022    0.0011    0.0019    0.0005 |
  |   dlhpi   12       4    0.0005    0.0021    0.0013    0.0021    0.0006 |
  |   dlhpi   13       4    0.0003    0.0014    0.0014    0.0017    0.0008 |
  |   dlhpi   14       4    0.0002    0.0015    0.0011    0.0015    0.0008 |
  |------------------------------------------------------------------------|
  |   dlhpi   15       4    0.0002    0.0015    0.0009    0.0014    0.0010 |
  |   dlhpi   16       4    0.0002    0.0012    0.0010    0.0012    0.0011 |
  |   dlhpi   17       4    0.0002    0.0011    0.0010    0.0010    0.0012 |
  |   dlhpi   18       4    0.0001    0.0011    0.0009    0.0009    0.0012 |
  |   dlhpi   19       4    0.0002    0.0010    0.0008    0.0008    0.0013 |
  |------------------------------------------------------------------------|
  |   dlhpi   20       4    0.0001    0.0009    0.0007    0.0006    0.0013 |
  |   dlhpi   21       4    0.0001    0.0008    0.0007    0.0005    0.0014 |
  |   dlhpi   22       4    0.0001    0.0007    0.0006    0.0004    0.0013 |
  |   dlhpi   23       4    0.0001    0.0006    0.0006    0.0003    0.0013 |
  |   dlhpi   24       4    0.0000    0.0005    0.0004    0.0002    0.0013 |
  |------------------------------------------------------------------------|
  |    lfor    0       5   -0.0079   -0.0078   -0.0034   -0.0093    0.1420 |
  |    lfor    1       5   -0.0129   -0.0163   -0.0095   -0.0214    0.1003 |
  |    lfor    2       5   -0.0147   -0.0154   -0.0170   -0.0262    0.1025 |
  |    lfor    3       5   -0.0215   -0.0202   -0.0215   -0.0425    0.1029 |
  |    lfor    4       5   -0.0233   -0.0258   -0.0272   -0.0455    0.1118 |
  |------------------------------------------------------------------------|
  |    lfor    5       5   -0.0280   -0.0334   -0.0369   -0.0568    0.1117 |
  |    lfor    6       5   -0.0247   -0.0385   -0.0490   -0.0616    0.1074 |
  |    lfor    7       5   -0.0230   -0.0424   -0.0530   -0.0680    0.1121 |
  |    lfor    8       5   -0.0206   -0.0461   -0.0572   -0.0738    0.1083 |
  |    lfor    9       5   -0.0228   -0.0484   -0.0596   -0.0708    0.1016 |
  |------------------------------------------------------------------------|
  |    lfor   10       5   -0.0193   -0.0518   -0.0655   -0.0740    0.0979 |
  |    lfor   11       5   -0.0198   -0.0519   -0.0674   -0.0764    0.0893 |
  |    lfor   12       5   -0.0209   -0.0580   -0.0708   -0.0738    0.0829 |
  |    lfor   13       5   -0.0196   -0.0578   -0.0735   -0.0736    0.0747 |
  |    lfor   14       5   -0.0193   -0.0584   -0.0746   -0.0720    0.0660 |
  |------------------------------------------------------------------------|
  |    lfor   15       5   -0.0188   -0.0580   -0.0761   -0.0700    0.0578 |
  |    lfor   16       5   -0.0179   -0.0583   -0.0773   -0.0661    0.0493 |
  |    lfor   17       5   -0.0170   -0.0577   -0.0777   -0.0627    0.0416 |
  |    lfor   18       5   -0.0164   -0.0571   -0.0770   -0.0591    0.0338 |
  |    lfor   19       5   -0.0154   -0.0560   -0.0747   -0.0551    0.0263 |
  |------------------------------------------------------------------------|
  |    lfor   20       5   -0.0142   -0.0542   -0.0731   -0.0506    0.0191 |
  |    lfor   21       5   -0.0132   -0.0514   -0.0711   -0.0459    0.0124 |
  |    lfor   22       5   -0.0120   -0.0497   -0.0685   -0.0413    0.0061 |
  |    lfor   23       5   -0.0113   -0.0469   -0.0657   -0.0367    0.0003 |
  |    lfor   24       5   -0.0103   -0.0438   -0.0625   -0.0318   -0.0049 |
  +------------------------------------------------------------------------+
s=4,8,12,16,20,24,
** variance-decompositions: percent of variation in the row variable explained by column variable

D[30,6]
                 s      dlemp    dlsales     dlperm      dlhpi       lfor
  dlemp          4  .94870304  .02017093  .02227246  .00717633  .00167723
dlsales          4  .01192656  .96073988  .01734835  .00847757  .00150764
 dlperm          4  .02248621  .03706557  .92658619  .01238505  .00147698
  dlhpi          4  .00327091  .03092168  .01560279  .93922354  .01098108
   lfor          4  .01594469  .01704691  .01493386  .05322741  .89884713
  dlemp          8  .82692562  .09404941  .05833605  .01896387  .00172505
dlsales          8  .01487591  .95142942  .02142223  .00983105  .00244139
 dlperm          8  .02828213  .04034053  .91636947  .01285964  .00214823
  dlhpi          8  .01170322  .06050071  .02929658  .88830806  .01019142
   lfor          8  .02506784  .04477479  .06060757  .12436182  .74518798
  dlemp         12  .73738783  .14226134  .08066841  .03662975  .00305268
dlsales         12  .01719835  .93864311  .02522335  .01049945  .00843575
 dlperm         12  .02825883  .03992625  .91540585  .01274429  .00366478
  dlhpi         12  .01249333  .09520557  .04696718   .8343663  .01096762
   lfor         12  .02278605  .07115037  .10667469  .17248246  .62690643
  dlemp         16  .69415422  .15404048   .0985966  .04330527  .00990343
dlsales         16  .01733284  .93707198   .0258505  .01098369    .008761
 dlperm         16   .0285007  .04073269  .91350014  .01307001  .00419645
  dlhpi         16  .01250596  .12046983  .06072538  .78791998  .01837886
   lfor         16  .02204204   .0975119  .15139554  .19740969  .53164083
  dlemp         20  .66650297   .1593198  .11007041  .04347334  .02063347
dlsales         20  .01741775  .93654987  .02604359  .01119203  .00879676
 dlperm         20  .02848702  .04084884  .91225077  .01374155  .00467182
  dlhpi         20  .01213565   .1290466  .06806962   .7559229  .03482523
   lfor         20  .02154858  .11811829   .1921079  .20647702  .46174821
  dlemp         24   .6520248  .16066129  .11448685   .0426215  .03020556
dlsales         24  .01743814  .93639057  .02607328  .01126652  .00883149
 dlperm         24  .02843005   .0410845  .91082295  .01463735  .00502515
  dlhpi         24  .01177104  .13155581  .07050357  .73128457  .05488501
   lfor         24  .02108492  .13237892  .22222631   .2058645  .41844536

. log close
      name:  <unnamed>
       log:  C:\Users\Stan\Documents\Stata\Foreclosures\Paper/v5/Robustness/ForeclosurePriceNexus_Ro
> bustnessLog_FullData_Appendix.v5.txt
  log type:  text
 closed on:   8 May 2011, 18:39:50
----------------------------------------------------------------------------------------------------
