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Fwd: Fwd: Re: Re: st: VAR with panel


From   "Tom Blade" <tomblade@lycos.com>
To   statalist@hsphsun2.harvard.edu
Subject   Fwd: Fwd: Re: Re: st: VAR with panel
Date   Wed, 16 Jun 2004 04:26:53 -0400

(Sorry if this mail comes again, I don't know why my last mails didn't arrived)

--------- Forwarded Message ---------

DATE: Fri, 11 Jun 2004 12:53:32
From: "Tom Blade" <tomblade@lycos.com>
To: statalist@hsphsun2.harvard.edu
Cc: 

Dear Dimitris,

thank you a lot for the information!

Best,
Tom

Dimitris wrote:
>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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--------- End Forwarded Message ---------




____________________________________________________________
Find what you are looking for with the Lycos Yellow Pages
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