[面板数据求助] 关于stata中pvar（面板向量自回归模型）的问题请教 [推广有奖]

151楼

伊蕙(未真实交易用户) 发表于 2014-11-19 22:06:42

请问下载了pvar的命令包，该怎么用啊。。。菜鸟一只，求帮助

152楼

lgd86315(未真实交易用户) 发表于 2014-11-30 11:32:46

求相关资料和操作步骤，谢谢lgd86315@126.com

153楼

cascade1010(未真实交易用户) 发表于 2014-12-25 21:46:51

fudanly 发表于 2013-3-27 10:42
你去下一本陈强的高级计量经济学与stata应用，上面有。

是否也能发一份电子版的给我？邮箱：gracewithyoung@qq.com，非常感谢。

154楼

有鼻孔的peanut(未真实交易用户)

发表于 2015-1-20 17:04:51

楼主可以帮我也发一份吗？不胜感激~~1019047438@qq.com

155楼

馨雨霏雪(未真实交易用户) 发表于 2015-1-27 13:28:57

楼主，或者其他小伙伴，有木有有PVAR程序的的，麻烦给我传一份吧，277895985@qq.com，毕业论文要用，跪求啊

156楼

jungsee(未真实交易用户) 发表于 2015-1-29 17:35:28

馨雨霏雪发表于 2015-1-27 13:28
楼主，或者其他小伙伴，有木有有PVAR程序的的，麻烦给我传一份吧，277895985@qq.com，毕业论文要用，跪求啊

你可以在这里下载：早期版本和 2014 版本：http://econ.worldbank.org/WBSITE/EXTERNAL/EXTDEC/EXTRESEARCH/0,,conten*****K:22677911~pagePK:64214825~piPK:64214943~theSitePK:469382,00.html

https://sites.google.com/a/hawaii.edu/inessalove/home/research
https://sites.google.com/a/hawaii.edu/inessalove/home/research

NEW VERSION: Package of programs to estimate panel VAR

New in this version:

- updated to Stata 12

- uses built-in Stata's gmm program that allows for expanded functionality (eg. clustered errors, choice of the weighting matrix)

- added sub-routines for lag selection and granger causality

- can add exogenous variables

- new graphing capabilities compatible with Stata's var package

- see help files for details.

- use README.do to see how the PVAR package compares with Stata's build-in VAR package.

157楼

jungsee(未真实交易用户) 发表于 2015-1-29 17:41:08

馨雨霏雪发表于 2015-1-27 13:28
楼主，或者其他小伙伴，有木有有PVAR程序的的，麻烦给我传一份吧，277895985@qq.com，毕业论文要用，跪求啊

NEW VERSION: Package of programs to estimate panel VAR
New in this version:
- updated to Stata 12
- uses built-in Stata's gmm program that allows for expanded functionality (eg. clustered errors, choice of the weighting matrix)
- added sub-routines for lag selection and granger causality
- can add exogenous variables
- new graphing capabilities compatible with Stata's var package
- see help files for details.
- use README.do to see how the PVAR package compares with Stata's build-in VAR package.