Hello
Is it possible to perform a Granger-causality test including an instrumental variable using panel data?
If yes, can someone suggest a code example?
Related Posts with Granger-causality test
How to show sigma2 and gamma with b using estout command?HI would like to know how to show sigma2 and gamma with b using estout command. Usually, after esti…
Swapping male/female as base category in earnings regression modelIn an earnings regression (log linear, i.e. coefficient is an approximate % change), with gender why…
Reshaping database long to wide and deleting duplicatesHello, Really grateful for any help with a data management question. My dataex is below: Basically…
How to interpret when the sign of square term flips in fixed-effect model?Dear all, The square term of my core predictor is positive in OLS & GMM, but it is negative in …
Firms characteristics matching with announcement datesDear Statalists: I am doing a research on the determinants of securities offering choices (Season e…
Subscribe to:
Post Comments (Atom)
0 Response to Granger-causality test
Post a Comment