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st: Granger Causality and Panel data analysis


From   yasmine mohamed <yasmine.mohamed@bue.edu.eg>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Granger Causality and Panel data analysis
Date   Wed, 20 Feb 2013 08:23:23 +0000

Dear fellows,
I want to know if there is a command to test granger causality for panel data analysis.  I am using STATA 12.  I have used the gcause (http://fmwww.bc.edu/RePEc/bocode/g/gcause.hlp) and it didn't work out for panel data.
Best,
Yasmine




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