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- Thu Feb 12, 2015 4:16 am
- Forum: Econometric Discussions
- Topic: Panel DOLS and Panel Causality Qns
- Replies: 0
- Views: 1371
Panel DOLS and Panel Causality Qns
I am doing a study for long-run cointegration and short-run dynamics. This is followed by a causality test. All of my data used are panel data. I have 2 questions: 1) What is the difference between selecting between the Pooled or Grouped for the Dynamic DOLS test? Both derives different coefficients...