(Sorry if this mail comes again, I don't know why my last mails didn't arrived)
--------- Forwarded Message ---------
DATE: Fri, 11 Jun 2004 12:53:32
From: "Tom Blade" <[email protected]>
To: [email protected]
Cc:
Dear Dimitris,
thank you a lot for the information!
Best,
Tom
Dimitris wrote:
>Dear Tom,
>You may ask for a user-written program on VAR with
>implementation in panel data from:
>
>Inessa Love ([email protected])
>Economist, Research Department - Finance Group
>The World Bank
>1818 Hst, NW, MC3-300
>Washington, DC, 20433
>Phone: (202) 458-0590, Fax: (202) 522-1155
>http://econ.worldbank.org/programs/finance
<
>The program firstly appeared in
>Love, I. (2001) "Estimating Panel-data >Autoregressions", Package of
>Programs for Stata, Columbia University, Mimeo.
>
>Inessa made the code available to myself, and the
>only condition was to acknowledge the contribution in
>my paper, which I was very happy to do.
>
>Dimitris
Tom Blade wrote:
>
> 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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