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st: Re: Panel causality test


From   Kit Baum <baum@bc.edu>
To   asma esseghir <asmaesseghir@yahoo.com>
Subject   st: Re: Panel causality test
Date   Wed, 21 Apr 2010 09:43:18 -0400

I'm not sure what test you're referring to. Do you mean you want to evaluate Granger causality for each unit in a panel, and somehow combine the results of those individual tests, as one would with a panel unit root test? Do you have a reference to the literature in which such a test is described?

On Apr 21, 2010, at 9:41 AM, asma esseghir wrote:

> Hi
> Is there any panel causality test in stata? Because I didn’t find any one!
> 
> Thanks a lot for your help
> 
> Asma
> 
> 
> 
> 
> 


Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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