Hey,
I am traying to test Granger causality with panel, I installed gcause in order to do so but if using normal:
gcause var1 var2, lag (2) regress
I keep getting error "option / required"
The only way it works is when using gcause2, which allows only estimation for a panel unit at a time...
Any thoughts ?
Thx,
Kristina
I am traying to test Granger causality with panel, I installed gcause in order to do so but if using normal:
gcause var1 var2, lag (2) regress
I keep getting error "option / required"
The only way it works is when using gcause2, which allows only estimation for a panel unit at a time...
Any thoughts ?
Thx,
Kristina