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