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Re: st: VAR for Pannel Data

From   Sami Alameen <>
Subject   Re: st: VAR for Pannel Data
Date   Fri, 6 Jan 2012 23:07:59 +0200

You have to choices:
Search for -pvar.ado- by Inessa Love using google it does that

Run the following commands to trick Stata into recognizing your data
as a Time-Series

gen obs=countryid*10000+year
tsset obs

This will set the data set into time-series with gaps. Then you can
run VAR command and it should work. VEC will not work because of the
gaps in data.


On 1/6/12, Nick Cox <> wrote:
> Whether I am respectable or not, I don't see any grounds for thinking
> that -var- supports panel data.
> I don't know about user-written programs.
> Please don't (try to) send attachments to the list. This is explained
> in the Statalist FAQ which you were asked to read before posting.
> Nick
> On Fri, Jan 6, 2012 at 7:05 PM, aasim548 <> wrote:
>> I have a pannel data set for my thesis work. I want to run var for pannel
>> data. When I try to run it in stata it replies with r(451) repeated time
>> values. I have attached the data set. Can any respectable researcher help
>> me
>> in this regard how to do it in STATA. Any user written programme or
>> possible
>> command.
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