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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