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From | Sinan Hastorun <SinanH@remi.com> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | st: VAR and SVAR for panel data |
Date | Thu, 26 Aug 2010 13:51:10 -0400 |
Dear Statalist users, I am trying to run VAR and SVAR analyses with panel data. Is there any way to do this in STATA? Or does one have to run the analysis separately for each case as an individual time series data? I haven't been able to find this in the manual, either. Any comments or suggestions would be very welcome. Thank you. Sinan * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/