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From   "Tom Blade" <>
Date   Wed, 02 Jun 2004 16:13:15 -0400

Hi statalist,

I have to estimate a VAR with panel data. I have been looking for a command to do it but without luck. I have also searched the statalist archive but have only found a reference to one paper.

I would like to know if someone has implemented recently (the statalist archive with this question is almost one year old) a module to perform a VAR with panel data, or if someone could give me a hint with this issue.

Thank you very much for all your help.


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