From | "Roys, Nicolas A." <[email protected]> |
To | <[email protected]> |
Subject | st: estimating VAR with PANEL DATA |
Date | Thu, 14 Jul 2005 17:17:43 -0400 |
Hi everbody, I have firm-panel data with 6 years and 160 471 firms. There is 2 endogeneous variable, I want no intercept and only 1 lag. Variables are in growth rate so there is no stationnarity problem. How can I estimate a VAR with STATA ? Thanks for your reply. Nicolas Roys * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
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