Hi There,
Are robust variances used in order to derive the Wald statistics used in the Dumitrescu Hurlin causality test?
Thanks.
Robust variance for Dumitrescu Hurlin causality test?
Moderators: EViews Gareth, EViews Moderator
Re: Robust variance for Dumitrescu Hurlin causality test?
What I mean is: does Eviews use robust variance to calculate Dumitrescu Hurlin causality test?
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Robust variance for Dumitrescu Hurlin causality test?
And for the standard Granger non-causality test for panels, do you use robust SEs?
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13319
- Joined: Tue Sep 16, 2008 5:38 pm
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