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Re: st: Granger Causality and Panel data analysis


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
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
valid.

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

I'd particularly recommend the remark embedded in

http://www.stata.com/statalist/archive/2012-04/msg00158.html

Nick

On Wed, Feb 20, 2013 at 8:23 AM, yasmine mohamed
<yasmine.mohamed@bue.edu.eg> 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 (http://fmwww.bc.edu/RePEc/bocode/g/gcause.hlp) and it didn't work out for panel data.
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