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st: Granger Causality Tests in Panel data sets


From   "LACHENMAIER" <LACHENMAIER@ifo.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Granger Causality Tests in Panel data sets
Date   Wed, 24 Nov 2004 13:57:48 +0100

Hi all,

I would need some help to perform Granger Causality tests with panel
data. When browsing the Statalist archive I found some old entries from
2002 on this topic. So I wonder if there now exist any do-Files or
ado-Files? Thank you very much for your help,

Best

Stefan Lachenmaier

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