[R] Is there a package for Granger causality in panel models?

Jeff Newmiller jdnewmil at dcn.davis.CA.us
Wed Jul 1 05:55:45 CEST 2015


I don't know, but I highly recommend the "sos" package so you can answer this for yourself.
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Sent from my phone. Please excuse my brevity.

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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