clear
use national7
sort year qtr
gen time=_n
tsset time
line nyse time
line cpi time
line pers_income time

gen nasdaq_1=(nasdaq-nasdaq[_n-1])/nasdaq[_n-1]
gen employment_1=(employment-employment[_n-1])/employment[_n-1]
gen cpi_1=(cpi-cpi[_n-1])/cpi[_n-1]

reg nasdaq_1 employment_1 cpi_1 bond10
estat durbinalt

reg nasdaq employment cpi bond10
predict xb
line xb nasdaq time
scatter xb nasdaq

gen nasdaq_log=log(nasdaq)
reg nasdaq_log employment cpi bond10
drop xb
predict xb
scatter xb nasdaq_log
line xb nasdaq_log time
estat durbinalt

ivregress 2sls nasdaq (cpi=cpi_1) employment
drop xb
predict xb
line xb nasdaq time

ivregress 2sls nasdaq cpi (L.nasdaq=L.cpi) employment
drop xb
predict xb
line xb nasdaq time

reg nasdaq L.nasdaq
predict xb1
line xb xb1 nasdaq time
scatter xb xb1