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Re: st: Panel VECM
Ivan,
I think that you can´t use panel data to estimate VAR and VEC models
with Stata.
Threre is a program - panelvar-. However, The command -pvar- insn´t
available to ssc. See this message below:
http://www.stata.com/statalist/archive/2007-03/msg00020.html
Send a mail to Helene, that she send it to you.
HTH,
Joao Lima
2009/4/1 Stephen Armah <[email protected]>:
> Dear Ivan,
> the command is vec
> just type: help vec
> a the prompt
>
>
> On 4/1/09, Ivan <[email protected]> wrote:
>> Dear all,
>>
>> Does anybody know if there is a stata command to estimate a panel VECM?
>>
>> Thanks to all
>>
>> Ivan
>>
>>
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/statalist/faq
>> * http://www.ats.ucla.edu/stat/stata/
>>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
----------------------------------------
Joao Ricardo Lima, D.Sc.
Professor
UFPB-CCA-DCFS
Fone: +5538387264913
Skype: joao_ricardo_lima
----------------------------------------
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/