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st: RE: causality test on panel data
This question would seem, to an ignoramus, to raise
exactly the same issue as the thread on Durbin-Watson
tests and panel data. Please see Kit Baum's postings
over the last few hours and consider whether they
apply to your question.
> I am trying to run a causality test on panel data using
> granger command as below:
> granger x y,lag(2)
> However, I receive an error message saying "repeated time
> values in sample".
> Therefore, I had to collapse the data to achieve 1
> observation for each
> year. Is there any way that I can utilize my whole data to do
> causality test?
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