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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 20:14:57 +0100

Dear Nick,

I absolutely agree with you; no reason for two copies, apologies again!

Back to metrics: any ideas for the Normality test on residuals after the xtreg, fe command? By the way, is it reasonable to expect that panel structures will ever fulfill the normality of residuals assumption?

Once more, thank you for your comments,

DD
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