panel Granger causality question, plz help

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

Mito
Posts: 6
Joined: Fri Apr 05, 2013 7:44 am

panel Granger causality question, plz help

Postby Mito » Mon Jul 22, 2013 12:32 pm

I am going to investigate the relationship between gdp and fdi. I follow this guide forums.eviews.com/viewtopic.php?f=18&t=5893 but I have a problem when I estimate the GMM/DPD model.If I write @dyn(fdi,-2) in the instrument section, they program says there is more instrument than observations. If I change it to @dyn(fdi,-1,-2), there is "near singular matrix" error. Anyone can give me some suggestions to fix it?
If dont, is there any other way to find Granger causality in panel data? (please give me some details about how to do it on eviews because Im new to eviews)
I attach my data.
I hope I get some reply soon.
Many thanks.
Vu
Attachments
7 countries.wf1
(53.88 KiB) Downloaded 460 times

eyas
Posts: 3
Joined: Tue Aug 13, 2013 1:56 am

Re: panel Granger causality question, plz help

Postby eyas » Tue Aug 13, 2013 4:32 am

I think it is better to use eviews8 you can find this application in it


Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 2 guests