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st: granger causality test


From   "helene fienga" <hfienga@club-internet.fr>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: granger causality test
Date   Wed, 9 Nov 2005 12:46:19 +0100

Dear friends,I'm trying to find the right procedure to conduct granger
causality test with a unbalanced panel dataset.

The standard granger test in stata could not be used with panel data.

I wonder if any of you can help me.Thank you very much. Best,

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