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
Ali.I.Gambo
....Education is our passport to the future, for tomorrow belongs to those who prepare for
it.......Malcolm X.
Show replies by date