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Re: st: VAR for Pannel Data


From   Muhammad Anees <[email protected]>
To   [email protected]
Subject   Re: st: VAR for Pannel Data
Date   Sat, 7 Jan 2012 10:36:45 +0500

Have you followed the the VFAQ of statalist. You should have tried
searching first. I would have led you to the thread and it contains
many options to lead you answer many of your questions.

Uncertain if only panel VAR would be your demand, try some of the SSC
commands and especially the last -XTECTEST- for panel time series
cointegration and error correction modelling.

Read further from

http://www.stata.com/statalist/archive/2011-02/msg00666.html

HTH

Anees


On Sat, Jan 7, 2012 at 12:05 AM, aasim548 <[email protected]> wrote:
> I have a pannel data set for my thesis work. I want to run var for pannel
> data. When I try to run it in stata it replies with r(451) repeated time
> values. I have attached the data set. Can any respectable researcher help me
> in this regard how to do it in STATA. Any user written programme or possible
> command.
>
> Thanks
> aasim548
> http://statalist.1588530.n2.nabble.com/file/n7159512/panel_for_analysis.dta
> panel_for_analysis.dta
>
> --
> View this message in context: http://statalist.1588530.n2.nabble.com/VAR-for-Pannel-Data-tp7159512p7159512.html
> Sent from the Statalist mailing list archive at Nabble.com.
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-- 

Best
---------------------------
Muhammad Anees
Assistant Professor/Programme Coordinator
COMSATS Institute of Information Technology
Attock 43600, Pakistan
http://www.aneconomist.com

*
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*   http://www.ats.ucla.edu/stat/stata/


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