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st: causality test on panel data


From   "sarah smith" <[email protected]>
To   [email protected]
Subject   st: causality test on panel data
Date   Fri, 04 Jun 2004 16:40:44 +0000

Dear Stata users:

I would like to run a causality test on panel data. When I write

tsset year
gcause x y, lags(2)

I receive an error message saying " repeated time values in sample". So, I
had to collapse my data. Is there any way that I can run causality test
using panel data?

Thanks,
Sarah

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