vector error correction model with panel data
Posted: Tue Jun 02, 2009 10:21 pm
I want to perform Granger causality test in the error correction based framework. my data set is balanced panel of 18 states with 26 years. my dependent variable is output (y) and independent variables are capital, labor, material and energy. i want to test the direction of causation between output and energy (both short run and long run). how to do it in EVIEWS 6?