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Re: st: RE: Var command with panel data


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Var command with panel data
Date   Thu, 7 May 2009 14:11:26 -0400

Josep Rialp <josep.rialp@uab.es> :

-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 http://www.stata.com/statalist/archive/2007-04/msg00458.html

On Thu, May 7, 2009 at 1:38 PM, Nick Cox <n.j.cox@durham.ac.uk> 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
> n.j.cox@durham.ac.uk
>
> 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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