Panel granger causality test
Posted: Fri Mar 09, 2018 5:46 am
Hi everyone!
I am analyzing Panel data in Eviews 8.
I have a problem when doing Granger causality test for 2 variables. Which way should I choose? Stacked test (common coefficients) or Dumitrescu Hurlin (individual coefficients)
Can you help me? Thanks so much
I am analyzing Panel data in Eviews 8.
I have a problem when doing Granger causality test for 2 variables. Which way should I choose? Stacked test (common coefficients) or Dumitrescu Hurlin (individual coefficients)
Can you help me? Thanks so much