Testing for Granger causality in panel data
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KeywordsStata; Granger causality; panel datasets; bootstrap.;
All these keywords.
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2017-07-30 (Econometrics)
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