Granger Panel Causality
Posted: 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 !
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 !