Ilya Bolotov

2 Questions 12 Answers 0 Followers

Questions related from Ilya Bolotov

How to handle three-dimensional panel data?

I have a data file (panel) with a time, country and industry dimensions. I presume there are all dimension-specific effects present. Does anyone know what is the correct way to treat such panels...

07 October 2017 5,686 5 View

What is the best method for assessing Granger causality in a panel dataset?

Distinguishing between homogenous and heterogenous non-causality. Comparing the variances? Average individual Wald statistics (Hurlin test)?

03 May 2013 178 3 View