. set mem 24m
no; data in memory would be lost
Anybody can help this,
Thanks
----- Original Message ----- From: "Christopher Baum" <[email protected]>
To: <[email protected]>
Sent: Tuesday, November 15, 2005 5:07 PM
Subject: st: fhow to use Stata to do panel VAR
. webuse grunfeld
. mvreg invest mvalue kstock = L(1/2).invest L(1/2).mvalue L(1/2).kstock
Smells like a panel; VAR to me... remember that VAR is just regression
on the same set of lagged regressors for each of the dependent
variables. This implmentation imposes the constraints that the
coefficients do not differ across panels, but isn't that what a panel
VAR implies?
Kit
Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
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