Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Panel VAR

From   "Rob Williams" <[email protected]>
To   <[email protected]>
Subject   st: Panel VAR
Date   Thu, 24 Apr 2003 15:06:10 -0400

I'd like to use Stata to do a panel vector autoregression.  The var and svar
commands don't seem to be capable of doing a panel VAR.  Does anyone know of
a user-written .ado file out there for panel VARs?

Thanks for any help you can provide.

-Rob Williams

Professor Roberton C. Williams III
Department of Economics
University of Texas at Austin

on leave, 2002-03 school year at:
The Brookings Institution
1775 Massachusetts Ave, NW
Washington, DC 20036-2188
fax: 202-797-6181
[email protected]

*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index