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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 20:21:11 +0100

No special insights; I have never worked with these models.

I replied to you originally because I know a bit about tests for
normality, meaning tests of marginal distributions.

I still think a normal probability plot beats all tests into the ground.

Nick

On Mon, Apr 2, 2012 at 8:14 PM, D. Demetriou <dd358@cam.ac.uk> wrote:
> 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,
>
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