Hi statalist,
sorry, I sent the previous mail without any subject.
I have to estimate a VAR with panel data. I have been
looking for a command to do it but without luck. I
have also searched the statalist archive but have
only found a reference to one paper.
I would like to know if someone has implemented
recently (the statalist archive with this question is
almost one year old) a module to perform a VAR with
panel data, or if someone could give me a hint with
this issue.
Thank you very much for all your help.
Sincerely,
Tom
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