XTGCAUSE: Stata module to test for Granger non-causality in heterogeneous panels
Luciano Lopez and
Sylvain Weber ()
Statistical Software Components from Boston College Department of Economics
xtgcause allows to test for Granger non-causality in heterogeneous panels using the procedure proposed by Dumitrescu & Hurlin (Economic Modelling, 2012).
Requires: Stata version 13.1
Keywords: Granger causality; panel data; heterogeneous panels (search for similar items in EconPapers)
Date: 2017-01-03, Revised 2017-07-31
Note: This module should be installed from within Stata by typing "ssc install xtgcause". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/x/xtgcause.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtgcause.sthlp help file (text/plain)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458308
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