The RATS Software Forum

Hi, I'm trying to modelise a var model on panel data sample. i would like to know how i can make it. my equation model is like this: u i,t =a i,t + b*u i,t-j +c*g i,t-k+ d*Dummy i,t-l + E i,t where "t" is the time j, k, l are the optimal lags for the variables. i work with panel data for O...