作区域经济数据的时间序列分析，经常会碰到VAR的估计，在此提供Inessa Love的程序供大家一起学习。使用后请注意下面的英文。
If you do end up using my programs for a paper, please acknowledge that you did
so in the front-page footnote and please also site my paper which first used
that code:

Financial Development and Dynamic Investment Behaviour: evidence from Panel
VAR? (with Lea Ziccino), The Quarterly Review of Economics and Finance, 46
(2006), 190-210.

Also if you do end up using these programs, please send me the paper when it is
done.