> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
> Sent: Friday, January 28, 2005 12:02 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: RE: st: RE: Panel VAR
>
> I am not giving advice on panel VAR.
> To the best of my knowledge, there is
> no functionality in Stata for panel VAR.
>
One small note: There was Stata program to estimate panel VARs that was
available directly from the one of the authors, Inessa Love. If Zhou Liu
searches for "Inessa Love" the relevant postings will be found.
Scott
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