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I have to estimate a VAR with panel data. I have been looking for a command to do it but without luck. I have also searched the statalist archive but have only found a reference to one paper.
I would like to know if someone has implemented recently (the statalist archive with this question is almost one year old) a module to perform a VAR with panel data, or if someone could give me a hint with this issue.
Thank you very much for all your help.
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