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by Khethang
Fri Nov 03, 2023 11:52 pm
Forum: Econometric Discussions
Topic: Causality test with panel data
Replies: 2
Views: 11440

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. ...
by Khethang
Fri Nov 03, 2023 10:01 pm
Forum: Estimation
Topic: Estimating Toda and Yamamoto causality test in panels
Replies: 0
Views: 36815

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. ...

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