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Re: st: TS Var Panel Data error - Repeated Time Values in Sample


From   Markus Eberhardt <[email protected]>
To   [email protected]
Subject   Re: st: TS Var Panel Data error - Repeated Time Values in Sample
Date   Thu, 24 Mar 2011 07:59:05 +0000

There's some user-written code for Panel VAR by Inessa Love. Christian
Danne at TCD has help files and the code on his webpage
http://www.christiandanne.tk/
Bottom of the research page.

Markus Eberhardt
ESRC Post-doctoral Research Fellow, Centre for the Study of African
Economies, Department of Economics, University of Oxford
Stipendiary Lecturer, St Catherine's College, Oxford

web: http://sites.google.com/site/medevecon/home
email: [email protected]
twitter: http://twitter.com/sjoh2052
mail: Centre for the Study of African Economies, Department of
Economics, Manor Rd, Oxford OX1 3UQ, England




On 23 March 2011 22:32, Nick Cox <[email protected]> wrote:
> A better guess is this. -varbasic- does not support simultaneous
> application to panel data. It applies only to individual time series.
>
> Nick
>
> On Wed, Mar 23, 2011 at 8:15 PM, Nick Cox <[email protected]> wrote:
>> This is an FAQ
>>
>> FAQ     . . . . . .  Dealing with reports of repeated time values within panel
>>        . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox and M. Mulcahy
>>        12/05   How do I deal with a report of repeated time values
>>                within panel?
>>                http://www.stata.com/support/faqs/data/repeatedtime.html
>>
>>
>> Michael K Romano
>>
>>> I was wondering if someone might have some information on what to do
>>> with a situation I'm currently running into with my data.  I am
>>> attempting to run a TS var commands in Stata 10 using a panel data-set
>>> of approximately 171 countries from 1960 to 2000.  Stata will allow me
>>> to run [tsset panelid time], however when i attempt to use the varbasic
>>> syntax i get the following error:
>>>
>>> repeated time values in sample
>>> r(451);
>>>
>>> I searched through the literature and some of the related posts from the
>>> Stata support website, but have not found any indication as to how I
>>> might fix this issue.  The closest I got to a solution was to ensure
>>> that i identified a unique panel id when using tsset, which I had done
>>> already.
>>
>
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