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| From | Cameron McIntosh <cnm100@hotmail.com> |
| To | STATA LIST <statalist@hsphsun2.harvard.edu> |
| Subject | RE: st: Panel: Granger Causality test |
| Date | Fri, 21 Oct 2011 07:47:44 -0400 |
I would only add: Joly, P. (2002). GCAUSE: Stata module to perform Granger causality tests. http://ideas.repec.org/c/boc/bocode/s428201.html Hood, M.V., III, Kidd, Q., & Morris, I.L. (2008). Two Sides of the Same Coin? Employing Granger Causality Tests in a Time Series Cross-Section Framework. Political Analysis, 16, 324–344.http://pan.oxfordjournals.org/content/16/3/324.full.pdf to the list of references in my previous reply, but just from googling "granger causality stata", so please heed Nick's suggestion. Cam ---------------------------------------- > Date: Fri, 21 Oct 2011 09:10:16 +0100 > Subject: Re: st: Panel: Granger Causality test > From: njcoxstata@gmail.com > To: statalist@hsphsun2.harvard.edu > > Please do an appropriate search before asking questions like this. > > See e.g. Cameron McIntosh's reply only last month > > http://www.stata.com/statalist/archive/2011-09/msg00932.html > > Nick > > 2011/10/21 Lanciné Condé <condela73@gmail.com>: > l > > I will like to implement Granger Causality test on panel data, with stata > > 11.2. Could anyone helps me to know what routine to use? > > * > * 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/ * * 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/