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st: RE: Var command with panel data

From   "Nick Cox" <>
To   <>
Subject   st: RE: Var command with panel data
Date   Thu, 7 May 2009 18:38:27 +0100

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I guess that your -tsset- failed to specify the panel identifier as well
as the time variable. 


Josep Rialp

We have a panel data and we want to run Granger test.
First we use the tsset command.
Then we use var command writing only two variables (var variable1
variable2) and we get the following message:

repeated time values in sample

Can anybody give us some good advise? How can we run Granger test in our

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