Re: [Gretl-users] Granger Causality test in Gretl
Hi,
I did a simple query in Google and found an explanation for the
Granger-causality test at
http://en.wikipedia.org/wiki/Granger_causality
It does seems to be applicable only to time-series.
I recommend to get better references on that matter.
What does the excelent Gretl documentation (Reference or Guide) say about it?
Good luck.
On Wed, Oct 17, 2012 at 10:52 PM, 佃鹏 于 <dianpenginuk(a)live.cn> wrote:
To whom it may concern,
Sorry to bother you. I am a student from University of Glasgow UK. For my
dissertation purpose I need to run Granger Causality tests using Gretl. I
am using panel data, "time series" function didn't work? Would you mind
giving me some advice on the following questions:
Is the Granger Causality test for autoregression?
How to run Granger Causality in Gretl using panel data? Do I need to change
my data structure to time series in order to finish the Granger causality
test of variables.
Thank you for your time
Best regards
Dianpeng
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