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Estimating Toda and Yamamoto causality test in panels

Posted: Fri Nov 03, 2023 10:01 pm
by Khethang
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?