This comes up on the list fairly regularly. A List
archive search will reveal more.
The panel VAR program was written by Inessa Love, who
used to and perhaps still does work at the World Bank.
You need to contact her directly, the ado is not
available for download at least as far as I know.
Sylvain
--- [email protected] wrote:
> Schuyler ,
> There is a stata program called pvar.ado that is
> circulating around.
> I have a colleague who used it for a research.
> He is on vacation but he will be back on monday.
> Recontact me privately and I should be able to
> connect you both.
> Regards.
> Amadou.
>
>
> <[email protected]
> To: [email protected]
>
> How would I estimate a VAR model for panel data
> using
> STATA?
> Sincerely yours,
> Schuyler Porche
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