Panel Granger casuality test and fixed effects

[E-Conman]

Hi,

I would like to ask whether the panel granger casuality test takes fixed effects and the Nickel bias into account and if so how? If not, is there any way to perform the test if I have the lag coefficients and standard errors of a model which acknowledged these factors? I am guessing the Dumitrescu-Hurlin panel test has the issue taken care of since it has cross section variable coefficients. Am I correct?

[E-Conman]

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