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st: RE: VAR and SVAR for panel data


From   Sinan Hastorun <SinanH@remi.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: VAR and SVAR for panel data
Date   Thu, 26 Aug 2010 15:16:00 -0400

Steve, thank you for your response. Could you tell me which example for statsby you're referring to? Is it the Collecting both coefficients and standard errors using a time-series estimator with panel data example?

Thank you,

Sinan




-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Steve Samuels
Sent: Thursday, August 26, 2010 3:00 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: VAR and SVAR for panel data

-

Sinan:

The answer to your first question is "probably".  In Stata (note the
spelling), all official panel data commands begin with "xt".  However,
 the -help- for -statsby-  contains an example of using time-series
command with panel data, effectively running the command on each panel
and saving the coefficients.

Steve

Steven Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax:    206-202-4783



On Thu, Aug 26, 2010 at 1:51 PM, Sinan Hastorun <SinanH@remi.com> 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
>
>
>
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>



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