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.