Dear Tom,
You may ask for a user-written program on VAR with implementation in panel
data from:
Inessa Love ([email protected])
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: [email protected]
---------------------------------------------
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