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st: STATA code for panel VAR


From   tigran poghosyan <tigranpoghosyan1978@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: STATA code for panel VAR
Date   Sun, 23 Aug 2009 10:48:11 -0700 (PDT)

Hi,

With reference to your thread in STATA.com:

http://www.stata.com/statalist/archive/2005-07/msg00385.html

I was wondering if you have a STATA code for doing panel VAR? If so, would you mind sharing this code with me?

I am a PhD student at the University of Groningen and I am doing research on determinants of bank profitability.
I am planning to apply the panel VAR methodology and I would appreciateyour help (I will make sure to mention you name in the acknowledgment).

Thank you in advance,
Tigran


      

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