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st: Panel vector error-correction model
From
Alexandra Tsiotras <[email protected]>
To
[email protected]
Subject
st: Panel vector error-correction model
Date
Wed, 26 Mar 2014 14:18:43 +0100
Dear all,
In the framework of my Master dissertation I have to compute a panel
VECM in order to analyse the short-run dynamics between energy
consumption and trade. However, as far as I know (I used the "findit"
command and checked on the Internet), I cannot find a way to apply
this method in Stata. Has anyone an idea how to do a panel VECM
followed by a Granger causality test in Stata?
Thanks for your consideration,
Alexandra
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