st: Granger in panel data

[<paulor@pos.ucb.br>]

Hi Stata users,

I pooled some observations as a panel to estimate the relationship
between variables X and Y, however I do not know how I can estimate the
granger procedure for panel data. Anybody could help me, please?


Thanks

Paulo Loureiro
Universidade Cat�lica de Bras�lia


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