Hello,

I'm trying to run a Granger causality test on panel data to check whether bank profits (dependent variable) Granger causes capital (independent variable). I have a strongly balanced panel so I was going to use the xtgcause command, however, I do not get any results, as seen in the capture below.
I cannot seem to fix it or find any information for why this does not work, so I was wondering if I could circumvent this issue with another stata command or approach? I would greatly appreciate your help and any input!

Array

Best regards,
Ulla