Search found 4 matches

by Dipti
Tue May 01, 2012 10:56 pm
Forum: Econometric Discussions
Topic: panel Granger causality model
Replies: 21
Views: 37291

Re: panel Granger causality model

Thank you Niaz, for your continuous help. According to your advice, I try to do fixed effects as an option time dummies, but it shows error message (near singular matrix). I have problem on that issue, so how can I do time dummies? Please give me step. I would be grateful to your help. Thank you again
by Dipti
Wed Apr 25, 2012 12:44 am
Forum: Econometric Discussions
Topic: panel Granger causality model
Replies: 21
Views: 37291

Re: panel Granger causality model

Thank you Niaz for your quick reply, once again I am looking for your help. According to your advice, I did FMOLS for each country and subsequently, FMOLS result I save ECT as a residual series (proc. → make residual series, is it correct?) For example, I have four variables: Y, F, I, P and another ...
by Dipti
Mon Apr 23, 2012 4:56 am
Forum: Econometric Discussions
Topic: panel Granger causality model
Replies: 21
Views: 37291

Re: panel Granger causality model

Thank you d952. I am a beginner of eviews and econometric, looking for your help. Regarding you advice I did FMOLS for each country, but I am confused to use their residuals as ECT. How to find out a short - run and long - run model in dynamic panel data model (panel GMM)? Your kind help in this reg...
by Dipti
Wed Apr 11, 2012 11:54 pm
Forum: Econometric Discussions
Topic: panel Granger causality model
Replies: 21
Views: 37291

panel Granger causality model

Hi,
I'm testing panel Granger causality model for a relationship between energy use and GDP. My question is how to estimate short - run causality and long - run causality in panel data method. Please give me step how to do this in eviews.
Reply me soon
Thanks

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