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st: Re: Normality and Granger Causality in Panel Data


From   "D. Demetriou" <dd358@cam.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: Normality and Granger Causality in Panel Data
Date   02 Apr 2012 19:57:08 +0100

Nick,

Thank you for you comments and for immediate reply.

I did not send it privately, you were just 'cc'; the email wa sent to STATA List. Sincere apologies if this is also not allowed according to STATA list rules.

Well, as you said, is all about testing the normality of residuals in order to cerrectly infer from t-statistics and f-statistics (e.g. significance of coefficients, joint significance tests, etc)

Yours,

DD
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