st: Pooled VAR models

[Tom Carsey <tcarsey@fsu.edu>]

I'm looking for help estimating a pooled VAR model.  I have 62 units, 91 
time points and two variables.  I'm looking for either a work-around for 
the VAR commands or a way to estimate the model with OLS (or SUR) and save 
the results, residuals, etc. and feed those into a program to produce the 
various tests on VARs (serial correlation, Granger causality, Impulse 
Response Functions, etc.).

Thanks,

Tom

Thomas M. Carsey, Professor and Director of Graduate Studies
Dept. of Political Science
Florida State University
Tallahassee, FL  32306-2230
Tel: 850.645.0083
Fax: 850.644.1367
tcarsey@fsu.edu
http://garnet.acns.fsu.edu/~tcarsey


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