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st: Why STATA not allow me set memory

From   "Min Tang" <>
To   <>
Subject   st: Why STATA not allow me set memory
Date   Thu, 24 Nov 2005 16:03:13 -0500

. set mem 24m
no; data in memory would be lost

Anybody can help this,

----- Original Message ----- From: "Christopher Baum" <>
To: <>
Sent: Tuesday, November 15, 2005 5:07 PM
Subject: st: fhow to use Stata to do panel VAR

. webuse grunfeld
. mvreg invest mvalue kstock = L(1/2).invest L(1/2).mvalue L(1/2).kstock

Smells like a panel; VAR to me... remember that VAR is just regression on the same set of lagged regressors for each of the dependent variables. This implmentation imposes the constraints that the coefficients do not differ across panels, but isn't that what a panel VAR implies?


Kit Baum, Boston College Economics
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