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panel
Posted: Wed Jul 17, 2013 9:01 am
by economiiist
hi
please help me!
how can i run Panel Granger Causality test?
please answer me.
Re: panel
Posted: Wed Jul 17, 2013 9:02 am
by EViews Gareth
Which version of EViews?
Re: panel
Posted: Wed Jul 17, 2013 9:03 am
by economiiist
7 version.
Re: panel
Posted: Wed Jul 17, 2013 9:08 am
by EViews Gareth
There is no form of panel Granger Causality built into EViews 7.
Re: panel
Posted: Wed Jul 17, 2013 9:21 am
by economiiist
so, what can i do?
i have two stationary series for 50 cross section in 7 years. i estimated the ols panel between them, now i want to identify the causality direction.
Re: panel
Posted: Wed Jul 17, 2013 9:30 am
by EViews Gareth
You'll have to code up a test yourself (or purchase EViews 8).