Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | Can Bekoglu <canbekoglu@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Granger causality and residuals on xtpmg |
| Date | Tue, 7 May 2013 14:31:10 -0500 |
Dear Statalisters,I am running the pooled mean-group estimation through 'xtpmg' with panel data (N=26, T=30) in Stata 12. The model is as following:. xtpmg d.logY d.X1 d.logX2 d.X3 d.X4 d.X5, lr(l.logY X1 logX2 X3 X4 X5) ec(ec) replace pmg. I have two concerns: (1) How can I test Granger causality on short-run coefficients? (2) How can I obtain residuals from the model to test for unitroot? Using this estimator is first time for me. I appreciate for your time and considerations in advance. Can * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/