st: Re: Normality and Granger Causality in Panel Data

["D. Demetriou" <dd358@cam.ac.uk>]

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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