Richard Asturia
2015-Jul-01 02:25 UTC
[R] Is there a package for Granger causality in panel models?
Dear list, I have been searching without success for a package or function to test for Granger causality-like in panel models. Has something like that been already implemented? Thanks, Richard Asturia [[alternative HTML version deleted]]
Jeff Newmiller
2015-Jul-01 03:55 UTC
[R] Is there a package for Granger causality in panel models?
I don't know, but I highly recommend the "sos" package so you can
answer this for yourself.
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On June 30, 2015 7:25:01 PM PDT, Richard Asturia <richard.asturia at
gmail.com> wrote:>Dear list, I have been searching without success for a package or
>function
>to test for Granger causality-like in panel models. Has something like
>that
>been already implemented?
>
>Thanks,
>
>Richard Asturia
>
> [[alternative HTML version deleted]]
>
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