Improved tests for Granger noncausality in panel data
Jiaqi Xiao, Yiannis Karavias, Artūras Juodis and Vasilis Sarafidis.
Article: Stata Journal 23:1
How to install:
net install xtgrangert, from(https://janditzen.github.io/xtgrangert/)
JanDitzen/xtgrangert
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