Estimating Toda and Yamamoto causality test in panels

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Khethang
Posts: 2
Joined: Fri Nov 03, 2023 2:53 am

Estimating Toda and Yamamoto causality test in panels

Postby Khethang » Fri Nov 03, 2023 10:01 pm

Dear All
Apologies if this question has been addressed before. I am looking at the causality between government expenditure and inflation in panel data using Toda and Yamamoto (1995) causality test. I have seen many blogs e.g. Dave Glides of T-Y causality on time series data but none on panel data. Can someone guide me on the steps to follow on E-views?

Regards,

Khethang

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests