I'd like to use Stata to do a panel vector autoregression. The var and svar
commands don't seem to be capable of doing a panel VAR. Does anyone know of
a user-written .ado file out there for panel VARs?
Thanks for any help you can provide.
-Rob Williams
Professor Roberton C. Williams III
Department of Economics
University of Texas at Austin
on leave, 2002-03 school year at:
The Brookings Institution
1775 Massachusetts Ave, NW
Washington, DC 20036-2188
202-797-6308
fax: 202-797-6181
[email protected]
http://www.eco.utexas.edu/~rwilliam
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