Hi all,
I have a problem running panel data when using Dumitrescu-Hurlin causality test. Why does it say "near singular matrix in unlimited equation for cross section 1". How to solve it? I have only 2 variables.
If the problem is in high collinearity or nearly identical values, then how to remove multicollinearity if my variable is only 2?
Thank you.
Causality test with panel data
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Causality test with panel data
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Re: Causality test with panel data
You don't have enough time observations.
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Re: Causality test with panel data
Dear All
Apologies if this question has been addressed before. I am looking at the causality between government expenditure and inflation in panel data using Toda and Yamamoto (1995) causality test. I have seen many blogs e.g. Dave Glides of T-Y causality on time series data but none on panel data. Can someone guide me on the steps to follow on E-views?
Regards,
Khethang
Apologies if this question has been addressed before. I am looking at the causality between government expenditure and inflation in panel data using Toda and Yamamoto (1995) causality test. I have seen many blogs e.g. Dave Glides of T-Y causality on time series data but none on panel data. Can someone guide me on the steps to follow on E-views?
Regards,
Khethang
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