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Re: st: Granger Causality and Panel data analysis

From   Nick Cox <>
Subject   Re: st: Granger Causality and Panel data analysis
Date   Wed, 20 Feb 2013 11:17:54 +0000

"didn't work out" is not much of an error report. However, -gcause-
(SSC) does not purport to support panels, even supposing that is

I'd search the archive for "Granger cause panel".

I'd particularly recommend the remark embedded in


On Wed, Feb 20, 2013 at 8:23 AM, yasmine mohamed
<> wrote:

> 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 ( and it didn't work out for panel data.
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