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st: Granger Causality test on panel data


From   Hobst <tobias.friedli@access.uzh.ch>
To   statalist@hsphsun2.harvard.edu
Subject   st: Granger Causality test on panel data
Date   Tue, 17 Aug 2010 07:53:41 -0700 (PDT)

Hello

I have two variables called sales and alpha in a panel dataset. I would like
to test them on causality with the grange test.

How can i do that?

Thanks in advance for your advice.

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