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Re: st: Vector Autoregression in Panel Data


From   "Johan Hellstrom" <johan.hellstrom@pol.umu.se>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Vector Autoregression in Panel Data
Date   Thu, 29 Nov 2007 18:46:38 +0100

I searched for a similar Stata command for some time ago without luck.
Unfortunately, there seems to be no Vector Autoregression routines for Panel
Data in Stata 10 or any ado available for download, at least as far as I
know. However, there is a user-written program (pvar.ado) available at
request from the author, see for example:

http://www.stata.com/statalist/archive/2003-04/msg00618.html

http://www.stata.com/statalist/archive/2004-06/msg00136.html


Best,
Johan Hellstrom


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