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Re: st: RE: Panel VAR


From   zhou liu <[email protected]>
To   [email protected]
Subject   Re: st: RE: Panel VAR
Date   Fri, 28 Jan 2005 16:07:28 -0500

Thanks a lot, Scott, this is really helpful.

Zhou


On Fri, 28 Jan 2005 13:17:01 -0600, Scott Merryman <[email protected]> wrote:
> 
> > -----Original Message-----
> > From: [email protected] [mailto:owner-
> > [email protected]] On Behalf Of Nick Cox
> > Sent: Friday, January 28, 2005 12:02 PM
> > To: [email protected]
> > Subject: RE: st: RE: Panel VAR
> >
> > I am not giving advice on panel VAR.
> > To the best of my knowledge, there is
> > no functionality in Stata for panel VAR.
> >
> 
> One small note:  There was Stata program to estimate panel VARs that was
> available directly from the one of the authors, Inessa Love.  If Zhou Liu
> searches for "Inessa Love" the relevant postings will be found.
> 
> Scott
> 
> 
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