Panel Causality Tests[size=0.7em]EViews 8 extends the existing Granger Causality tests to perform panel data specific testing.
[size=0.7em]EViews 8 supports two of the simplest approaches to causality testing in panels. The first is to treat the panel data as one large stacked set of data, and then perform the Granger Causality test in the standard way, with the exception of not letting data from one cross-section enter the lagged values of data from the next cross-section. The second approach, the Dumitrescu-Hurlin (2012) approach, makes an extreme opposite assumption; it allows all coefficients to be different across cross-sections.
[size=0.7em]用Eviews8可以做面板格兰杰检验,可是问题来了,我的数据格式是面板数据格式,怎么做出来还是各个分开的配对数据而不是面板的,请求大神们不吝赐教,万分感激!