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That's not entirely correct. You could do the dynamic regression yourself (adding leads and lags as desired) and, as suggested in Zivot and Wang (2006) use Newey-West standard errors to get valid t-stats. This is not generally the variance estimator described in the literature, for example, in, Hay...

Dear,

I'm trying to figure out whether dynamic OLS (DOLS) can be carried out in Eviews.

Hi I'm now estimating VAR with cointegrated variables, variables of I(1). Some other studies use differenced variables, I(0), to the Granger causality test in VAR even if the variables are cointegrated. Is it OK? I fear that the long term relation of the variables are not to be constructed by diffe...

I am also having the same problem. Can anyone suggest a solution as soon as possible?

Did you figure out how Granger-causality test within an error correction model (ECM).

thanks

I have estimated the cointegration between economic growth and differents measures of finanical development using Pedroni’s Panel Cointegration Test. the results turn to be significant, however, the cofficients are negative. I checked differents studies that have used Pedroni’s Panel Cointegration T...

I have estimated the cointegration between economic growth and differents measures of finanical development using Pedroni’s Panel Cointegration Test. the results turn to be significant, however, the cofficients are negative. I checked differents studies that have used Pedroni’s Panel Cointegration T...

Dear, I am examining the relationship between economic growth and different financial development indicators using panel data.I have one dependent variable (economic growth) and six independent variables (financial development indicators). I have used the panel unit root test and I found that the se...