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Granger Causality test on panel data

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Granger Causality test on panel data

Hobst
Hello

I have two variables called sales and alpha in a panel dataset. I would like to test them on causality with the grange test.

How can i do that?

Thanks in advance for your advice.
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RE: Granger Causality test on panel data

Nick Cox
Searching the Statalist archives with "Granger panel" will yields lots
of hits.

Nick
[hidden email]

Hobst

I have two variables called sales and alpha in a panel dataset. I would
like
to test them on causality with the grange test.


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