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Re: st: panel Var command instead of pvar.ado??


From   "Jeff Sugheir" <[email protected]>
To   <[email protected]>
Subject   Re: st: panel Var command instead of pvar.ado??
Date   Sun, 15 Apr 2007 11:02:58 -0600

Ryan - I have been plowing the same field and have come up with no
alternatives, certainly none that come as part of Stata.  In addition, I
am trying to find a way to perform granger causality test with panel
data (vargranger), but the command only will work after var and svar,
not with pvar.

Jeff Sugheir, PhD
Assistant Professor
Management Department
College of Business & Economics
Boise State University
1910 University Drive
Boise, Idaho  83725-1625
 
208.426.2995
fax: 208.426.1857


>>> Nico <[email protected]> 4/14/2007 9:44 PM >>>
Hello,
I was wondering if there was any way to use VAR with
panel data in Stata without having to use pvar.ado? 
Is there no command that comes as part of the software
with the same functionality as pvar??

Thanks,
Ryan      

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