panel-var

[uldooz ghorbani]

Hi. I'm Iranian. I want to work panel-var in stata but I did'nt work about it before. my data are unbalance panel, can you help me. thanks

[Carlo Lazzaro]

Uldooz:
welcome to the list.
Your question is admittedly too broad to receive helpful replies.
Please take a look at FAQ on how to post effectively and address your further queries to the General forum.
In the meantime, I would recommend you to take a comprehensive tour through the -xt- command suite in Stata .pdf manual. Thanks.

[uldooz ghorbani]

Thank you for your guidance

[Carlo Lazzaro]

Uldooz:
you're welcome.

[uldooz ghorbani]

hi, I want to work panel- var model (unbalanced panel) in stata. I have 15 cross- section and 9 years. I want to know it's necessary that I test unit root and cointegration test or no??

[uldooz ghorbani]

excuse me, I work with stata 12

[Friedrich Huebler]

Please ask in the General forum and please try to be more specific.

[uldooz ghorbani]

Hi, I read many post in General forum and i didn't know that replacing missing data (in unbalance panel data) with zero is correct or no. can you help me to know it? thanks

[Suborna Barua]

Hi, I am new to Panel VAR. I have balanced panel data for 10 years, 52 countries where I have one dependent variable and other 5 independent variables. I have already finished the panel regression estimation. As I want to do Panel Var estimation, shall I use all variables or use only those variables (2 or 3) on which I am more interested. for example, I am interested to see the impact of X2 and X3 on Y but I have other X1, X4 and X5 control variables. In doing Panel VAR shall I use all 6 variables or only Y X2 X3?

Can anyone please help me?

[uldooz ghorbani]

Hi, I want to estimate panel- var model in stata for 9 year and In the form of quarterly data, my sections are three. my problem is that when I run model by pvarsoc, pvar or etc, The processing speed is very very slow, Can anyone please help me??