David Muhlhausen,
Thank you for this great help!
Paulo Loureiro
Universidade Cat�lica de Bras�lia
> I don't think Stata has a specific command for a granger-causality test
> with panel data. You can do it through a series of stata commands. It
> just takes a little for work. For a description of how to do a
> granger-causality test with panel data, see Thomas B. Marvell and
> Carlisle E. Moody, 1996, Specification Problems, Police Levels, and
> Crime Rates. Criminology 34, 4: 600-645.
>
> -----Original Message-----
> From: [email protected] [mailto:[email protected]]
> Sent: Monday, August 05, 2002 9:10 AM
> To: [email protected]
> Subject: st: Granger in panel data
>
>
> 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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>
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>
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*
* For searches and help try:
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