Estimating Toda and Yamamoto causality test in panels

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Khethang
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Joined: Fri Nov 03, 2023 2:53 am

Estimating Toda and Yamamoto causality test in panels

Postby Khethang » Fri Nov 03, 2023 10:01 pm

Dear All
Apologies if this question has been addressed before. I am looking at the causality between government expenditure and inflation in panel data using Toda and Yamamoto (1995) causality test. I have seen many blogs e.g. Dave Glides of T-Y causality on time series data but none on panel data. Can someone guide me on the steps to follow on E-views?

Regards,

Khethang

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