Dear all,

I'm doing with panel var model.
I tried with pvargranger and want to try another code.
Can I use xtgcause code with pvar model?

Also what is that mean below? In this case, how should I interpret this? There is no p-value.
Code:
. xtgcause gnm gdp, lags(hqic 8)


Dumitrescu & Hurlin (2012) Granger non-causality test results:
--------------------------------------------------------------
Optimal number of lags (HQIC): 8 (lags tested: 1 to 8).
W-bar =               .
Z-bar =               .   (p-value =     .)
Z-bar tilde =         .   (p-value =     .)
--------------------------------------------------------------
H0: gdp does not Granger-cause gnm.
H1: gdp does Granger-cause gnm for at least one panelvar (id).
Thanks!