Granger Causality tests with panel data
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hlin...@yahoo.fr
Oct 19, 2006, 10:35:25 AM10/19/06
to Stata Users Forum
I would need some help to perform Granger Causality tests with panel
data. so I wonder if there now exist any do-Files or ado-Files?
Thank you very much for your help,
data. so I wonder if there now exist any do-Files or ado-Files?
Thank you very much for your help,
Jason Park
Dec 4, 2013, 2:56:19 AM12/4/13
to stata-us...@googlegroups.com, Stata Users Forum
Most probably not readily available, although it's not impossible to implement. The closest Stata has got to is the panel VAR code written by Inessa Love, but neither does it implement panel G-causality test.
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