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Great input by Tom. Also, you should know the directory of your RATS. The files will be stored in there.

Here you go man.

It's From Pedroni, Peter (2013) "Structural Panel VARs", Econometrics, 1 (2),180-206.

Thanks for Your Help Tom. I got help from Prof. Pedroni to get it working.

Thanks Tom. You are right. I was trying to detrend the series and use only the cyclical component. I will work on it again.
I'm grateful. Any chance you take a look at my code?

Hi Tom, The issue is with the @VARLagSelect showing as an error when you try running the code. However i was able to figure out that by using specified lags. However there are other issues with some part of the Code for Pedroni (2013) Panel structural VAR not running smoothly on RATS version 10.0. I...

Hi Tom, I'm new to RATS. Just purchased my permanent license yesterday. I'm trying to use the Pedroni Panel Structural VAR ( Pedroni, Peter (2013) "Structural Panel VARs") in estimating a panel SVAR with 6 variables. i got the code from Prof. Pedroni but later also found it on Estima. Howe...