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st: Re: Normality and Granger Causality in Panel Data
From
"D. Demetriou" <[email protected]>
To
[email protected]
Subject
st: Re: Normality and Granger Causality in Panel Data
Date
02 Apr 2012 19:57:08 +0100
Nick,
Thank you for you comments and for immediate reply.
I did not send it privately, you were just 'cc'; the email wa sent to STATA
List. Sincere apologies if this is also not allowed according to STATA list
rules.
Well, as you said, is all about testing the normality of residuals in order
to cerrectly infer from t-statistics and f-statistics (e.g. significance of
coefficients, joint significance tests, etc)
Yours,
DD
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