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st: Re: Panel causality test
From
Kit Baum <[email protected]>
To
asma esseghir <[email protected]>
Subject
st: Re: Panel causality test
Date
Wed, 21 Apr 2010 09:43:18 -0400
I'm not sure what test you're referring to. Do you mean you want to evaluate Granger causality for each unit in a panel, and somehow combine the results of those individual tests, as one would with a panel unit root test? Do you have a reference to the literature in which such a test is described?
On Apr 21, 2010, at 9:41 AM, asma esseghir wrote:
> Hi
> Is there any panel causality test in stata? Because I didn’t find any one!
>
> Thanks a lot for your help
>
> Asma
>
>
>
>
>
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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