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| From | "Nick Cox" <n.j.cox@durham.ac.uk> |
| To | <statalist@hsphsun2.harvard.edu> |
| Subject | st: RE: Granger Causality test on panel data |
| Date | Tue, 17 Aug 2010 18:04:29 +0100 |
Searching the Statalist archives with "Granger panel" will yields lots of hits. Nick n.j.cox@durham.ac.uk Hobst I have two variables called sales and alpha in a panel dataset. I would like to test them on causality with the grange test. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/