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st: Var command with panel data


From   Josep Rialp <josep.rialp@uab.es>
To   statalist@hsphsun2.harvard.edu
Subject   st: Var command with panel data
Date   Thu, 07 May 2009 19:33:53 +0200

Dear friends,

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 panel?

Thanks in advance

Josep







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