panel causality test

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shuchang
Posts: 29
Joined: Mon Oct 28, 2013 8:00 pm

panel causality test

Postby shuchang » Wed Nov 06, 2013 9:17 pm

Hi Gareth, I just had Eviews 8 installed. I understand that the new version can support panel causality test. But I can't find the commands. (I prefer the programming to the menu.) Could you please refer me to the commands in the online manual?

Linked with this, what are the facilities for testing the right lag for the panel causality test?

Many thanks.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Re: panel causality test

Postby EViews Gareth » Wed Nov 06, 2013 9:19 pm

Code: Select all

group.cause(dh)
There are none.
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shuchang
Posts: 29
Joined: Mon Oct 28, 2013 8:00 pm

Re: panel causality test

Postby shuchang » Wed Nov 06, 2013 11:50 pm

So I stack cross section data into 2 series, make into a group and use the Cause command? I understand there are two methods for panel causality. One is dh. Then what is the other?
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EViews Gareth
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Re: panel causality test

Postby EViews Gareth » Thu Nov 07, 2013 7:03 am

Same command without the dh option.
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