This is my first post on this forum.
I'm writing my Ph.D Thesis on Financial Development and Economic Growth in Sub-Sahara African Countries.
My N = 10 Countries.
T = 24 years.
The two variables are x and y
x = financial development
y = Economic Growth
After testing for cross-sectional dependency and slope homogeneity properties of the data, i don't know the stata codes to perform Bootstrap panel Granger causality as proposed by Konya (2006) to report both the Wald statistics and critical values for each cross-sectional unit.
Can someone assist me with the stata codes to perform Bootstrap panel Granger causality?
Regards:
Simon Asongo
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