Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Sinan Hastorun <SinanH@remi.com> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | st: RE: VAR and SVAR for panel data |
Date | Thu, 26 Aug 2010 15:16:00 -0400 |
Steve, thank you for your response. Could you tell me which example for statsby you're referring to? Is it the Collecting both coefficients and standard errors using a time-series estimator with panel data example? Thank you, Sinan -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Steve Samuels Sent: Thursday, August 26, 2010 3:00 PM To: statalist@hsphsun2.harvard.edu Subject: Re: VAR and SVAR for panel data - Sinan: The answer to your first question is "probably". In Stata (note the spelling), all official panel data commands begin with "xt". However, the -help- for -statsby- contains an example of using time-series command with panel data, effectively running the command on each panel and saving the coefficients. Steve Steven Samuels sjsamuels@gmail.com 18 Cantine's Island Saugerties NY 12477 USA Voice: 845-246-0774 Fax: 206-202-4783 On Thu, Aug 26, 2010 at 1:51 PM, Sinan Hastorun <SinanH@remi.com> wrote: > Dear Statalist users, > > I am trying to run VAR and SVAR analyses with panel data. Is there any way to do this in STATA? Or does one have to run the analysis separately for each case as an individual time series data? I haven't been able to find this in the manual, either. Any comments or suggestions would be very welcome. Thank you. > > Sinan > > > > * > * 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/ * * 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/