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  • xtgcause shows nothing with strongly balanced panel data

    Hi all I have quick questions about using "xtgcause" - basically my dataset is strongly balanced and fairly straightforward(see attached), how come I see nothing when I run "xtgcause".with it?

    Dumitrescu & Hurlin (2012) Granger non-causality test results:
    --------------------------------------------------------------
    Lag order: 1
    W-bar = .
    Z-bar = . (p-value = .)
    Z-bar tilde = . (p-value = .)
    --------------------------------------------------------------
    H0: y does not Granger-cause x.
    H1: y does Granger-cause x for at least one panelvar (county).



    FYI - I have also run another set of the same sort - works pretty well, how come?
    Sorry but I really cannot get this figured out from the old posts.

    Thus, any direction is greatly appreciated!

    Kevin
    Attached Files

  • #2
    Anyone know?

    Thanks.

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