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st: Granger in Panel Data


From   <[email protected]>
To   <[email protected]>
Subject   st: Granger in Panel Data
Date   Fri, 26 Jul 2002 11:18:54 -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?


Thanks

Paulo Loureiro
Universidade Cat�lica de Bras�lia
E-mail: [email protected];br




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