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st: Panel VAR


From   "Rob Williams" <rwilliam@eco.utexas.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Panel VAR
Date   Thu, 24 Apr 2003 15:06:10 -0400

I'd like to use Stata to do a panel vector autoregression.  The var and svar
commands don't seem to be capable of doing a panel VAR.  Does anyone know of
a user-written .ado file out there for panel VARs?

Thanks for any help you can provide.

-Rob Williams

Professor Roberton C. Williams III
Department of Economics
University of Texas at Austin

on leave, 2002-03 school year at:
The Brookings Institution
1775 Massachusetts Ave, NW
Washington, DC 20036-2188
202-797-6308
fax: 202-797-6181
rwilliam@eco.utexas.edu
http://www.eco.utexas.edu/~rwilliam

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