Hi,
I have an unbalanced dataset, there are 3000 ID over 20 years (1999-2019).
in additional to panel regression: xtreg y = x , fe
I also tried to run a Granger causal test. However, the Granger command VAR or XTVAR only allows for strongly balanced data, if there any way that I can test Granger causal test?
Thanks.
I have an unbalanced dataset, there are 3000 ID over 20 years (1999-2019).
in additional to panel regression: xtreg y = x , fe
I also tried to run a Granger causal test. However, the Granger command VAR or XTVAR only allows for strongly balanced data, if there any way that I can test Granger causal test?
Thanks.
