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Re: st: Normality and Granger Causlity in Panel Data


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Normality and Granger Causlity in Panel Data
Date   Mon, 2 Apr 2012 19:29:16 +0100

What would this mean? For example, focus on tests of normality.

Do you want a separate test for each panel, in which case you just
loop over the panels, but are your panels long enough to make this
sensible and what do you propose to do by way of combining the
results, including adjustments for multiple comparisons? Are your
panels independent of each other and if not how are you going to
account for their interdependence?

Similar questions, and no doubt others too, for Granger causality.

Nick

On Mon, Apr 2, 2012 at 6:29 PM, D. Demetriou <dd358@cam.ac.uk> wrote:

> Does anyone know how to run Normality and Granger causality tests for PANEL
> data??
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