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Re: st: RE: VAR and SVAR for panel data
From
Steve Samuels <[email protected]>
To
[email protected]
Subject
Re: st: RE: VAR and SVAR for panel data
Date
Thu, 26 Aug 2010 15:37:29 -0400
Yes.
Steve
--
Steven Samuels
[email protected]
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax: 206-202-4783
On Thu, Aug 26, 2010 at 3:16 PM, Sinan Hastorun <[email protected]> wrote:
> Steve, thank you for your response. Could you tell me which example for statsby you're referring to? Is it the Collecting both coefficients and standard errors using a time-series estimator with panel data example?
>
> Thank you,
>
> Sinan
>
>
>
>
> -----Original Message-----
> From: [email protected] [mailto:[email protected]] On Behalf Of Steve Samuels
> Sent: Thursday, August 26, 2010 3:00 PM
> To: [email protected]
> Subject: Re: VAR and SVAR for panel data
>
> -
>
> Sinan:
>
> The answer to your first question is "probably". In Stata (note the
> spelling), all official panel data commands begin with "xt". However,
> the -help- for -statsby- contains an example of using time-series
> command with panel data, effectively running the command on each panel
> and saving the coefficients.
>
> Steve
>
> Steven Samuels
> [email protected]
> 18 Cantine's Island
> Saugerties NY 12477
> USA
> Voice: 845-246-0774
> Fax: 206-202-4783
>
>
>
> On Thu, Aug 26, 2010 at 1:51 PM, Sinan Hastorun <[email protected]> wrote:
>> 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/
>>
>
>
>
> --
>
> *
> * 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/
>
> *
> * 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/
>
*
* 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/