Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Normality and Granger Causlity in Panel Data

From   Nick Cox <>
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.


On Mon, Apr 2, 2012 at 6:29 PM, D. Demetriou <> wrote:

> Does anyone know how to run Normality and Granger causality tests for PANEL
> data??
*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index