[R] Granger causality with panel data (econometrics question)
harunozkan at gmail.com
Wed Nov 3 15:49:23 CET 2010
I am trying to perform a Granger causality analysis with panel data. There
are some packages around for panel data analysis and Granger causality.
However, I have found neither a package for both panel data and Granger
causality nor any R procedures (homogenous/heterogenous causality
hypotheses, related tests such as Wald, unit root tests etc.).
Of course, someone must have encountered this problem before me. Can anyone
suggest a solution to this case?
Thanks in advance.
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