Robust variance for Dumitrescu Hurlin causality test?

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Mateus
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Joined: Thu Jul 06, 2017 5:30 am

Robust variance for Dumitrescu Hurlin causality test?

Postby Mateus » Tue Jan 09, 2018 7:17 am

Hi There,
Are robust variances used in order to derive the Wald statistics used in the Dumitrescu Hurlin causality test?
Thanks.

Mateus
Posts: 5
Joined: Thu Jul 06, 2017 5:30 am

Re: Robust variance for Dumitrescu Hurlin causality test?

Postby Mateus » Wed Jan 10, 2018 4:34 pm

What I mean is: does Eviews use robust variance to calculate Dumitrescu Hurlin causality test?

EViews Gareth
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Re: Robust variance for Dumitrescu Hurlin causality test?

Postby EViews Gareth » Wed Jan 10, 2018 6:06 pm

No.
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Mateus
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Re: Robust variance for Dumitrescu Hurlin causality test?

Postby Mateus » Thu Jan 11, 2018 7:26 am

And for the standard Granger non-causality test for panels, do you use robust SEs?

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Re: Robust variance for Dumitrescu Hurlin causality test?

Postby EViews Gareth » Thu Jan 11, 2018 7:35 am

No.
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