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Re: st: RE: Var command with panel data

From   Austin Nichols <>
Subject   Re: st: RE: Var command with panel data
Date   Thu, 7 May 2009 14:11:26 -0400

Josep Rialp <> :

-help var- shows the reference entry is in [TS] which means you cannot
use panel data; panel data commands are in the [XT] volume.

note also

On Thu, May 7, 2009 at 1:38 PM, Nick Cox <> wrote:
> Please send plain text (ASCII) only.
> I guess that your -tsset- failed to specify the panel identifier as well
> as the time variable.
> Nick
> 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
> panel?
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