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st: RE: Granger Causality test on panel data


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Granger Causality test on panel data
Date   Tue, 17 Aug 2010 18:04:29 +0100

Searching the Statalist archives with "Granger panel" will yields lots
of hits. 

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

Hobst 

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


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