Dear Statalisters,

I have an unbalanced panel dataset and I'd like to conduct a Granger Causality test using pvar. However, I have a problem when running a pvar command in Stata.

When I run the pvar command with the variables of interest, I get the message "derivative already defined for parameter variable in equation 2" (r 498).
I tried running the command with another variable and then it works, so I'd guess it has to do with the specific variable I used.


Could you help me solve this problem?

Kind regards,
Nathalie Ahsmann