<>
Note subject line. -var- commands do not work with panel data; they
work with single timeseries. Properly declaring it as a panel would
not help unless you used an -if- qualifier to restrict analysis to a
single panel unit.
Josep said
We have a panel data and we want to run Granger test.
First we use the tsset command.
Then we use var command writing only two variables (var variable1
variable2) and we get the following message:
repeated time values in sample
Can anybody give us some good advise? How can we run Granger test in our
panel?
Nick responded
I guess that your -tsset- failed to specify the panel identifier as well
as the time variable.
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming
| http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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