Re: st: RE: Panel VAR

[jayesh@ximb.ac.in]

Dear Zhou:

You can find all the listings from 2002 June onwards at
http://www.stata.com/statalist/archive/

HTH,

Jayesh
========================================
Jayesh Kumar
Assistant Professor of Finance, Xavier Institute of Management,
Visit: www.ximb.ac.in/~jayesh




                                                                                                                                               
                      zhou liu                                                                                                                 
                      <marisa.zhouliu@gmail.com        To:       statalist@hsphsun2.harvard.edu                                                
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                      Sent by:                         Subject:  Re: st: RE: Panel VAR                                                         
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                      harvard.edu                                                                                                              
                                                                                                                                               
                                                                                                                                               
                      01/28/2005 10:35 PM                                                                                                      
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Hi, Nick,  actually, I just subscribed. Could you please forward me
Gustavo's paper? Thanks alot, Zhou


On Fri, 28 Jan 2005 16:57:52 -0000, Nick Cox <n.j.cox@durham.ac.uk> wrote:
> Second question has already been answered
> by Gustavo Sanchez, 25 jan 2005.
>
> Nick
> n.j.cox@durham.ac.uk
>
> zhou liu
>
> > Could anybody please tell me how to estimate panel VAR models in
> > STATA? Also, how do you graph impulse response functions after VAR
> > estimation? Thanks a lot.
>
> *
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>
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