Search found 2 matches
- Wed Mar 05, 2014 1:47 am
- Forum: Econometric Discussions
- Topic: Trying to understand Granger Causality analysis
- Replies: 0
- Views: 2048
Trying to understand Granger Causality analysis
I'm doing Granger causality on panel data in order to investigate the causal relation between two variables. I was wondering, if I have data for variables A and B in 2010 and 2013, is the following then correct. First, I apply a Granger causality (using zero lags) on A-2010 and B-2013, and then i do...
- Thu Feb 27, 2014 5:58 am
- Forum: Estimation
- Topic: HOW I APPLY CAUSALITY TEST IN PANEL DATA
- Replies: 8
- Views: 10883
Re: HOW I APPLY CAUSALITY TEST IN PANEL DATA
I'm also doing Granger causality on panel data. I was wondering, if I have data for variables A and B in 2010 and 2013, is the following then correct. First, I apply a Granger causality (using zero lags) on A-2010 and B-2013, and then i do the same for B-2010 and A-2013. The only significant F-stati...