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Re: st: RE: VAR and SVAR for panel data
From
Jorge Eduardo Pérez Pérez <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: RE: VAR and SVAR for panel data
Date
Thu, 26 Aug 2010 14:32:46 -0400
What i posted was the link to an earlier post, but it didn't show up.
Here it is:
Friday, September 16, 2005
Re: st: Panel VAR
This comes up on the list fairly regularly. A List archive search will
reveal more.
The panel VAR program was written by Inessa Love, who used to and
perhaps still does work at the World Bank. You need to contact her
directly, the ado is not available for download at least as far as I
know.
Sylvain
--- [email protected] wrote:
> Schuyler , > There is a stata program called pvar.ado that is > circulating around. > I have a colleague who used it for a research. > He is on vacation but he will be back on monday. > Recontact me privately and I should be able to > connect you both. > Regards. > Amadou. > > > <[email protected] > To: [email protected] > > How would I estimate a VAR model for panel data > using > STATA? > Sincerely yours, > Schuyler Porche
On Thu, Aug 26, 2010 at 2:25 PM, Sinan Hastorun <[email protected]> wrote:
>
> I did not see any text in your message, could you re-send it? Thank you.
>
>
> -----Original Message-----
> From: [email protected] [mailto:[email protected]] On Behalf Of Jorge Eduardo Pérez Pérez
> Sent: Thursday, August 26, 2010 2:22 PM
> To: [email protected]
> Subject: Re: VAR and SVAR for panel data
>
> _______________________
> Jorge Eduardo Pérez Pérez
>
>
>
>
> On Thu, Aug 26, 2010 at 1:51 PM, Sinan Hastorun <[email protected]> wrote:
>> Dear Statalist users,
>>
>> I am trying to run VAR and SVAR analyses with panel data. Is there any way to do this in STATA? Or does one have to run the analysis separately for each case as an individual time series data? I haven't been able to find this in the manual, either. Any comments or suggestions would be very welcome. Thank you.
>>
>> Sinan
>>
>>
>>
>> *
>> * 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/
>>
>
> *
> * 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/
>
> *
> * 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/
>
*
* 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/