vector error correction model with panel data

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sabujkumar
Posts: 2
Joined: Tue Jun 02, 2009 10:06 pm

vector error correction model with panel data

Postby sabujkumar » Tue Jun 02, 2009 10:21 pm

I want to perform Granger causality test in the error correction based framework. my data set is balanced panel of 18 states with 26 years. my dependent variable is output (y) and independent variables are capital, labor, material and energy. i want to test the direction of causation between output and energy (both short run and long run). how to do it in EVIEWS 6?

mezeadi
Posts: 3
Joined: Sat Aug 07, 2010 12:44 pm

Re: vector error correction model with panel data

Postby mezeadi » Sun Aug 29, 2010 8:24 am

Hi,
I was wondering if you found a solution to this question because I am currently facing the same exact problem now? Can you pls share the solution if you have found it? Thanks!


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