Re: st: Stata 12: wish list

[cmagazzino@uniroma3.it]

Dear Robert,
a lot of papers refer to linear and non linear Granger-causality test. A
very simple research on Google might show this. As an example, look at
this link, among the others:

http://www.jstor.org/pss/2329266

Another problem that I have with Stata is how perform a causality test
after a VCEM instead of a VAR.
As regard to panel, Stata is very powerful, but actually we can't have a
clear routine on DOLS, FMOLS and Canonical Cointegrating Regressions.
Finally, I think that Stata doesn't perform Toda and Yamamoto causality test.

Thanks a lot in advance for Your suggestions and advices!

-- 
COSIMO MAGAZZINO
DIPES
School of Political Sciences
Roma Tre University
Via G. Chiabrera 199, 00145, RM
tel.: +39 0657335347
fax: +39 0657335282

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