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st: Granger Causality test on panel data
From
Hobst <[email protected]>
To
[email protected]
Subject
st: Granger Causality test on panel data
Date
Tue, 17 Aug 2010 07:53:41 -0700 (PDT)
Hello
I have two variables called sales and alpha in a panel dataset. I would like
to test them on causality with the grange test.
How can i do that?
Thanks in advance for your advice.
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