Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: re: VAR command with panel data


From   Kit Baum <kitbaum@mac.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: re: VAR command with panel data
Date   Thu, 07 May 2009 15:18:11 -0400

<>
Note subject line. -var- commands do not work with panel data; they work with single timeseries. Properly declaring it as a panel would not help unless you used an -if- qualifier to restrict analysis to a single panel unit.



Josep said

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?


Nick responded

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



Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html



*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index