Search found 2 matches
- Fri Nov 03, 2023 11:52 pm
- Forum: Econometric Discussions
- Topic: Causality test with panel data
- Replies: 2
- Views: 13715
Re: Causality test with panel data
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. ...
- Fri Nov 03, 2023 10:01 pm
- Forum: Estimation
- Topic: Estimating Toda and Yamamoto causality test in panels
- Replies: 0
- Views: 119894
Estimating Toda and Yamamoto causality test in panels
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. ...