On Tue, 8 Dec 2009, Sven Schreiber wrote:
Estimating one equation of an underlying VAR with 7 variables and 3
by hand with OLS (don't ask why right now) produces a glitch with one of
the variable names: Instead of 'Yield_10yr_1' the name 'd_Yield_10yr' is
printed. Strangely, 'Yield_10yr_2' and so forth print ok. The other
variable names print 100% ok. Fortunately, I verified that it's only the
label and not a different variable, i.e. the first lag of Yield_10yr is
used alright, not the difference as it looks at first.
I'll need a test case to see what is going on here. I haven't
been able to replicate the problem. You could take a supplied
dataset and rename the variables as in your own data, perhaps.