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Re: st: RE: Granger in panel data


From   <paulor@pos.ucb.br>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: RE: Granger in panel data
Date   Tue, 6 Aug 2002 01:19:11 -0300 (BRT)

David Muhlhausen,

Thank you for this great help!

Paulo Loureiro
Universidade Católica de Brasília



> I don't think Stata has a specific command for a granger-causality test
> with panel data.  You can do it through a series of stata commands.  It
> just takes a little for work.  For a description of how to do a
> granger-causality test with panel data, see Thomas B. Marvell and
> Carlisle E. Moody, 1996, Specification Problems, Police Levels, and
> Crime Rates. Criminology 34, 4: 600-645.
>
> -----Original Message-----
> From: paulor@pos.ucb.br [mailto:paulor@pos.ucb.br]
> Sent: Monday, August 05, 2002 9:10 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Granger in panel data
>
>
> 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
>
>
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> david.muhlhausen@heritage.org and do not necessarily represent those of
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>
>
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