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).