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st: Granger Causality and Panel data analysis
From
yasmine mohamed <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Granger Causality and Panel data analysis
Date
Wed, 20 Feb 2013 08:23:23 +0000
Dear fellows,
I want to know if there is a command to test granger causality for panel data analysis. I am using STATA 12. I have used the gcause (http://fmwww.bc.edu/RePEc/bocode/g/gcause.hlp) and it didn't work out for panel data.
Best,
Yasmine
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