Re: [Gretl-users] Gretl-users Digest, Vol 69, Issue 18
Am 18.10.2012 17:16, schrieb 佃鹏 于:
>Dear Allin,
Thank you for your reply. I changed my data structure and run the vector
Autoregression to know the Granger Causality of variables, when I input
the endogenous variables. it comes up with " insufficient degrees of
freedom for regression" what's the problem here?
Thanks
Dianpeng
Allin told you that you have to program it up yourself for the panel
data case. It's a creative "solution" of yours to just re-declare the
data as time series. But unfortunately, econometrics is too stupid to
understand your creativity. (Translation: it seems you really have no
idea what you are doing with your data. We have no easy solution for
that problem.)
sorry,
sven