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- Wed Aug 22, 2012 9:50 pm
- Forum: Econometric Discussions
- Topic: Should I use panel causality Model?
- Replies: 0
- Views: 1317
Should I use panel causality Model?
I want to test causality between Stock market index return and Mutual funds Return (22 mutual funds). I am interested in total effect of mutual fund industry rather each of the mutual funds' impact on stock market. Should I use panel causality model or not. if yes, then should i use two step E-G cau...