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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   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 Católica de Brasília
E-mail: paulor@pos.ucb;br




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