st: Granger in panel data

[<paulor@pos.ucb.br>]

Hi Stata users,

I pooled some observations as a panel to estimate the relationship
between variables X and Y, however I do not know how I can estimate the
granger procedure for panel data. Anybody could help me, please?


Paulo Loureiro
Universidade católica de Brasília-UCB
E-mail: paulol@ucb.br



*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/