I am not giving advice on panel VAR.
To the best of my knowledge, there is
no functionality in Stata for panel VAR.
As stated in my first post in this
thread, I was referring to your
second question. I tried to make
that clear. Here it is again.
"Second question has already been answered
by Gustavo Sanchez, 25 jan 2005.
Nick
[email protected]
zhou liu
> Could anybody please tell me how to estimate panel VAR models in
> STATA? Also, how do you graph impulse response functions after VAR
> estimation? Thanks a lot."
Nick
[email protected]
zhou liu
> Hi, Nick,
>
> Are you giving advice on impulse response function or panel VAR? I am
> talking about the latter. I've found the post by Gustavo and learned
> how to do the first question. Thanks a lot, Zhou
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