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Well, there is not a built in function if that's what you mean.

But you can still estimate a VAR in a panel workfile.

I seem to have solved the issue anyway, thanks for your interest!

Hi, I estimated a PVAR with 5 endogenous variables, 2 lags, 16 cross sections, about 30 years of observations per cross section, time fixed effects, country fixed effects and countr-specific linear time trends. I now want to construct my own IRFs (in order to normalize the size of the shocks, change...

Thanks a lot!
Great!

Is it possible to program this operation (proc, specified by date series)?

thanks a lot