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Dear Mohammad

yes, true, but here we were discussing about the panel VECM approach not ARDL model!

Regards
Niaz

Dear Mohammad

Yes, true, but here we were discussing about panel VECM approach not ARDL model, ARDL model doesnt support panel estimation.

Regards
Niaz

dear d952,

I want to perform a panel granger causality test with the following variables for 12 countries: sovereing yield spread, linear transformed ratings and stock exchange returns.

In earlier posts you have said to take ECT with a FMOLS or DOLS test. But for these tests I need to enter a dependent variable, since I want to test for causality I am not sure which one I should pick.

Regards,
Amana

Dear Amana

in order to perform any test you need to have one dependent variable and the rest are explanatory variables, in your model, first you have to know that what exactly you want to do, you want to examine the causality effects of variables in which variable? what is your hypothesis?

Can anybody show me how to apply Generalized Method of Moments with Newey and West (1987) correction for autocorrelation for one lag? Thank you..

Hi. Can someone direct me on how I can get a book that provides detailed information about how to analyze data (time series, cross sectional and panel), using EViews-7 without or with little mathematics or statistics jargons or formula? The book should provide a step-by-step approach to data (especially, financial) analysis. Thank you.
Atanda fatai, Obafemi Awolowo University, Nigeria.

can anyone please help in letting know that what is the procedure of VECM based causality test for panel data, where results can be displayed for short run, long run and joint test(for both long and short run) in a single output file.