面板VAR模型代码（不是Love的那个代码）！

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说明如下：
This program was originally written by Inessa Love. It allows the user to estimate a panel vector autoregression and produce variance decompositions and impulse response functions. Love's program was employed in Love and Ziccino (2006) and other papers.

I have revised the code to add the following capabilities: no limit to the number of variables that can be used in estimation, increased user control over data and graph output, improved numerical precision, easy access to reduced-form residuals, and better compatibility with recent Stata versions. My revised version of the program was employed in Fort, Haltiwanger, Jarmin, and Miranda (2013).

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关键词：VAR模型 Love AR模型 VaR CAPABILITIES following produce control written access

Matlab or R？

“ better compatibility with recent Stata versions. ”

不太会用

不想说楼主了，多花了我40个币。。。大家只用下第一个文件就可以

lz 好样的

Janelva 发表于 2014-5-4 23:54
不想说楼主了，多花了我40个币。。。大家只用下第一个文件就可以

啥意思~~~

花了90个币，楼主的东西两个没有用，只需第二个就可以了！楼主退点币吧