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Re: st: VAR with panel


From   "D.Christodoulou" <absc11@bangor.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: VAR with panel
Date   Fri, 04 Jun 2004 15:36:13 +0100

Dear Tom,

You may ask for a user-written program on VAR with implementation in panel
data from:

Inessa Love (ilove@worldbank.org)
Economist, Research Department -  Finance Group
The World Bank
1818 Hst, NW, MC3-300
Washington, DC, 20433
Phone: (202) 458-0590, Fax: (202) 522-1155
http://econ.worldbank.org/programs/finance

The program firstly appeared in 
Love, I. (2001) "Estimating Panel-data Autoregressions", Package of
Programs for Stata, Columbia University, Mimeo.

Inessa made the code available to myself, and the only condition was to
acknowledge the contribution in my paper, which I was very happy to do.

Dimitris





Tom Blade wrote:
> 
> Hi statalist,
> 
> sorry, I sent the previous mail without any subject.
> 
> 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.
> 
> Sincerely,
> Tom
> 
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-- 
---------------------------------------------
Dimitris Christodoulou
School for Business and Regional Development
University of Wales, Bangor
Hen Coleg
LL57 2DG Bangor
UK
e-mail: D.Christodoulou@bangor.ac.uk
---------------------------------------------
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