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st: Panel VAR
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.
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
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