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Re: st: Granger causality test with panel data
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Re: st: Granger causality test with panel data
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Wed, 23 Mar 2011 18:16:18 +0100
As far as I know, Hood III et al. (2008) used Stata to perform a Granger causality test. I think authors can give the code upon request.
Hood III, M.V., Kidd, Q. and I.L. Morris (2008), "Two Sides of the Same Coin? Employing Granger
Causality Tests in a Time Series Cross-Section Framework", Political Analysis, vol.16, pp.324-344
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