Ahmed Saidam

2 Questions 3 Answers 0 Followers

Questions related from Ahmed Saidam

How I should select proper lag (lag selection) when perform Panel Grange causality (HD)?

Hi, I am studying causality between two stationary variables (both stationary at level). the data is annually (27 years). Therefore, I want to perform Panel Granger Causality method (Dumitrescu...

28 November 2017 3,351 4 View

How I can test cross section dependence for unbalanced Panel data? and how to test causality between two regimes. each one has different t for its n?

Hi I am studying the panel causality between two variables (EX. growth and trade) for large sample of countries. I subdivide the countries based on their regime (many criteria for regime) … let...

22 November 2017 2,752 5 View