better with the data!
genr rdtgbpchf=ln(gbpchf/gbpchf(-27)) genr rdtgbpjpy=ln(gbpjpy/gbpjpy(-27)) genr rdtgbpeur=ln(gbpeur/gbpeur(-27)) genr rdtgbpsek=ln(gbpsek/gbpsek(-27)) genr difgbpchf=igbp(-27)-ichf(-27) genr difgbpjpy = igbp(-27)-ijpy(-27) genr difgbpeur=igbp(-27)-ieur(-27) genr difgbpsek= igbp(-27)-isek(-27) smpl difgbpchf>0--restrict smpl difgbpjpy>0--restrict smpl difgbpeur>0--restrict smpl difgbpsek>0--restrict ols rdtgbpchf const difgbpchf--robust genr A11 = $coeff (difgbpchf) ols rdtgbpjpy const difgbpjpy--robust genr A12 = $coeff (difgbpjpy) ols rdtgbpeur const difgbpeur--robust genr A13 = $coeff (difgbpeur) ols rdtgbpsek const difgbpsek--robust genr A14 = $coeff (difgbpsek) print A11 A12 13 A14
