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panel causality test

Posted: Wed Nov 06, 2013 9:17 pm
by shuchang
Hi Gareth, I just had Eviews 8 installed. I understand that the new version can support panel causality test. But I can't find the commands. (I prefer the programming to the menu.) Could you please refer me to the commands in the online manual?

Linked with this, what are the facilities for testing the right lag for the panel causality test?

Many thanks.

Re: panel causality test

Posted: Wed Nov 06, 2013 9:19 pm
by EViews Gareth

Code: Select all

group.cause(dh)
There are none.

Re: panel causality test

Posted: Wed Nov 06, 2013 11:50 pm
by shuchang
So I stack cross section data into 2 series, make into a group and use the Cause command? I understand there are two methods for panel causality. One is dh. Then what is the other?

Re: panel causality test

Posted: Thu Nov 07, 2013 7:03 am
by EViews Gareth
Same command without the dh option.