EViews.com

Dear,

I am examining the relationship between economic growth and different financial development indicators using panel data.I have one dependent variable (economic growth) and six independent variables (financial development indicators). I have used the panel unit root test and I found that the series is nonstationary; Thus, I have difference the series and test for cointegration. My results indicate that there is a long run cointegration relationship between economic growth and financial development indicators.

Now if I want to test for Granger-causality test within an error correction model (ECM) using Eveiws 6.0. How i can get the error correction term, test for the sig of the term, and estimate the Granger-causality test within an error correction model.

Attach is my equation

Thanks

I am also having the same problem. Can anyone suggest a solution as soon as possible?

I am also having the same problem. Can anyone suggest a solution as soon as possible?

Did you figure out how Granger-causality test within an error correction model (ECM).

i theory if cointegration is present within a set of variables, granger causuality should not be present. in order to run this - estimate your VEC - then VIEW - LAG STRUCTURE - GRANGER CAUSALITY, BLOCK EXOGENITY ...