Panel VAR and Granger Causality

[Stuart McLeod]

Hello,

I am using Stata 17.0 and I am trying to run a panel vector autoregression followed by a Granger Causaility test with the following command:

pvar DV IV1 IV2 CV , lags (2)
pvargranger

however, I'm getting the following error message for my control variable:

"derivative already defined for parameter logGDP_per_capita___00000 in equation 4"

I've tried with another control variable in non-log form in case that was the issue but I'm getting the same error.

"derivative already defined for parameter FDI___net_inflows___00000 in equation 4"

My panel data is correctly defined by serial number and year.

Kind regards,

Stuart Mcleod

[Stuart McLeod]

Dear all,

Anyone reading this post please follow the link below - it turns out the variable name was just too long ...

Pvar error - Statalist

Kind regards,

Stuart Mcleod