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st: RE: causality test on panel data

From   "Nick Cox" <>
To   <>
Subject   st: RE: causality test on panel data
Date   Fri, 4 Jun 2004 13:46:38 +0100

This question would seem, to an ignoramus, to raise
exactly the same issue as the thread on Durbin-Watson 
tests and panel data. Please see Kit Baum's postings
over the last few hours and consider whether they 
apply to your question. 


sarah smith
> I am trying to run a causality test on panel data using 
> granger command as below:
> granger x y,lag(2)
> However, I receive an error message saying "repeated time 
> values in sample".
> Therefore, I had to collapse the data to achieve 1 
> observation for each
> year. Is there any way that I can utilize my whole data to do 
> causality test?

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