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st: Causality test for fixed effects model


From   "C.VDR KOOIJ GUEVARA" <[email protected]>
To   [email protected]
Subject   st: Causality test for fixed effects model
Date   Sat, 16 Jun 2007 13:04:38 +0200

Dear all,

First let me thank you for your help with my question about country and time effects in fixed effects models. I was wondering whether you could help me one more time. I want to test for caulality in my regression. I tried to use the Granger causality test. But the program tells me this option cannot be used for panel data. How can I test for causality in my fixed effects model?

Thank you in advance

Carine 


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