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Re: st: Re: Normality and Granger Causality in Panel Data


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: Normality and Granger Causality in Panel Data
Date   Mon, 2 Apr 2012 20:07:45 +0100

DD is quite correct and I am happy to acknowledge that. But his email
showed up in my inbox as coming from him, not Statalist.

I will speak for myself -- but I also I guess for most of the more
active people on the list -- in saying thanks, but I don't need or
want two copies of the same reply if I post to Statalist.

On Mon, Apr 2, 2012 at 7:57 PM, D. Demetriou <dd358@cam.ac.uk> wrote:
> 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)
>
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