Causality Test for Panel Data

[Sidra Ilyas]

Hi Dear,

Is there any other causality test for panel data available in Stata except xtgcause?

Many Thanks.

[River Huang]

Dear Sidra, Please have a look at https://www.stata-journal.com/articl...article=st0455.

[Ngwinui Azenui]

How do I test the homogenous causality(HC) hypothesis and the heterogenous non-causality(HENC) hypothesis in Stata? Can I specify it using the xtgcause command? In other words, does the xtgcause command implement the HC and HENC developed by Dumitrescu and Hurlin(2012)? If not, is there any other command to test the HC and HENC hypothesis in Stata? I'm using panel data. Anything will help. Thanks!