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- Thu Mar 13, 2014 2:50 am
- Forum: Econometric Discussions
- Topic: Granger causality in a panel VECM context
- Replies: 0
- Views: 1513
Granger causality in a panel VECM context
Hi, I am trying to test for Granger causality in a panel data framework. I have already checked for unit root and cointegration and this has led me to applying a panel VECM model. However, I am stuck at computing the short-run Granger causality from the VECM output table. Can somebody please explain...