Granger Panel Causality

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

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titi63
Posts: 2
Joined: Sun May 11, 2014 8:57 am

Granger Panel Causality

Postby titi63 » Sun May 11, 2014 9:07 am

Hello,
I am trying to use the new Granger Panel causality function in Eviews 8. I have read the User Guide II (p.854) but I can't manage to get the window "Panel causality" to choose Stacked test or Dumitrescu Hurlin test type.
I created a pool with my data and in the pool option, there is no causality test function. When I create a group also with my data, the Granger causality function is here but it only performs classic Pairwise Granger causality tests.
Could you please help me with the new functionnality ?
Thanks a lot !

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Granger Panel Causality

Postby EViews Gareth » Sun May 11, 2014 11:42 am

You have to have a panel workfile, not a pool.

http://forums.eviews.com/viewtopic.php?f=7&t=3784

titi63
Posts: 2
Joined: Sun May 11, 2014 8:57 am

Re: Granger Panel Causality

Postby titi63 » Sun May 11, 2014 4:36 pm

Thanks a lot, that was really helpful !


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