I am looking for codes/Package available for Spatial panel VAR model or Spatial panel VECM model in stata.
Rather search in Stata Web
can refer to
https://www.stata.com/meeting/germany13/abstracts/materials/de13_mortari.pdf
See
You can refer to Stata.com
Thanks
ok
thanks I will be soon work on Vector AR Regression models for inflation studies as already done for some other periods .
Doing Stochastic SPI modeling using AR models. Then VAR models for various commodities.
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