Specialized on Data processing, Data management Implementation plan, Data Collection tools - electronic and paper base, Data cleaning specifications, Data extraction, Data transformation, Data load, Analytical Datasets, and Data analysis. BJ Data Tech Solutions teaches on design and developing Electronic Data Collection Tools using CSPro, and STATA commands for data manipulation. Setting up Data Management systems using modern data technologies such as Relational Databases, C#, PHP and Android.
Friday, July 30, 2021
What is the required sample size to use Panel VAR in Stata?
Dear researchers, please I would like to ask this question: I have a yearly dataset covering 35 countries and with 3 variables. The idea for the 3 variables is to find a tripartite relationship between the three, e.g., whether A=B=C. Similarly, I want to find whether or not A granger causes B, C in that order. I want to know whether my sample size (N=35, T=14) is too small or not to use Panel VAR. I read pieces of literature, but it seems my sample is too small, and I have been thinking about the options to consider. Please, can you tell me the requirement for the usage of Panel VAR concerning the N and T for yearly data? Thank you.
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