st: VAR with different intercepts

["Falko Juessen" <F.Juessen@wiso.uni-dortmund.de>]

Dear statalisters,

I�m working with a panel data set (i=10, T=40). What is the easiest way in 
stata to estimate a vector autoregressive model with different intercepts 
for the i's? 

Thank you very much for your help.

Falko Juessen.

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