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st: Granger in panel data


From   <paulor@pos.ucb.br>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Granger in panel data
Date   Thu, 25 Jul 2002 12:37:42 -0300 (BRT)

Hi Stata users,

I pooled some observations as a panel to estimate the relationship
between variables X and Y, however I do not know how I can estimate the
granger procedure for panel data. Anybody could help me, please?


Paulo Loureiro
Universidade católica de Brasília-UCB
E-mail: paulol@ucb.br



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