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RE: st: Panel: Granger Causality test


From   Cameron McIntosh <cnm100@hotmail.com>
To   STATA LIST <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Panel: Granger Causality test
Date   Fri, 21 Oct 2011 07:47:44 -0400

I would only add:
Joly, P. (2002). GCAUSE: Stata module to perform Granger causality tests. http://ideas.repec.org/c/boc/bocode/s428201.html
Hood, M.V., III, Kidd, Q., & Morris, I.L. (2008). Two Sides of the Same Coin? Employing Granger Causality Tests in a Time Series Cross-Section Framework. Political Analysis, 16, 324–344.http://pan.oxfordjournals.org/content/16/3/324.full.pdf
to the list of references in my previous reply, but just from googling "granger causality stata", so please heed Nick's suggestion.
Cam
----------------------------------------
> Date: Fri, 21 Oct 2011 09:10:16 +0100
> Subject: Re: st: Panel: Granger Causality test
> From: njcoxstata@gmail.com
> To: statalist@hsphsun2.harvard.edu
>
> Please do an appropriate search before asking questions like this.
>
> See e.g. Cameron McIntosh's reply only last month
>
> http://www.stata.com/statalist/archive/2011-09/msg00932.html
>
> Nick
>
> 2011/10/21 Lanciné Condé <condela73@gmail.com>:
> l
> > I will like to implement Granger Causality test on panel data, with stata
> > 11.2. Could anyone helps me to know what routine to use?
>
> *
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> * http://www.ats.ucla.edu/stat/stata/
 		 	   		  
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