Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: causality test on panel data


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: causality test on panel data
Date   Fri, 4 Jun 2004 13:46:38 +0100

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. 

Nick 
n.j.cox@durham.ac.uk 

sarah smith
 
> 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?

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index