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
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- Fri Mar 09, 2018 5:46 am
- Forum: Econometric Discussions
- Topic: Panel granger causality test
- Replies: 0
- Views: 2446