Dear All,

 

Please forgive my ignorance, but lately I have become a bit confused. 

 

I have a panel data across 19 locations and variables running across these locations for 10 years, and I want to run a vector autoregression in a panel framework.

 

Most of the literature I read, made reference to using Dynamic Panel regression using the dependent variable with lags, as the same as a PVAR analysis. I know with such a short time series (10 years) it quite tough to get meaningful Var results.

So, does the Dynamic Panel regression (with dependent variable lag) amounts to Panel Var analysis? Kindly advise