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Re: st: Re: Normality and Granger Causality in Panel Data
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: Re: Normality and Granger Causality in Panel Data
Date
Mon, 2 Apr 2012 20:21:11 +0100
No special insights; I have never worked with these models.
I replied to you originally because I know a bit about tests for
normality, meaning tests of marginal distributions.
I still think a normal probability plot beats all tests into the ground.
Nick
On Mon, Apr 2, 2012 at 8:14 PM, D. Demetriou <[email protected]> wrote:
> Dear Nick,
>
> I absolutely agree with you; no reason for two copies, apologies again!
>
> Back to metrics: any ideas for the Normality test on residuals after the
> xtreg, fe command? By the way, is it reasonable to expect that panel
> structures will ever fulfill the normality of residuals assumption?
>
> Once more, thank you for your comments,
>
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