Thursday, September 13, 2012

Granger Causality Testing With Panel Data

Some of my previous posts on testing for Granger causality (for example, here, here, and here) have drawn quite a lot of interest. That being the case, I'm sure that readers of this blog will enjoy reading a new paper by two of my colleagues, and a former graduate student of theirs.

The paper, by Weichun Chen, Judith Clark, and Nilanjana Roy is titled "Health and Wealth: Short Panel Granger Causality Tests for Developing Countries". Here's the abstract of their paper: