PhD

[Yannick Djoumessi]

Dear Statalist Community,

Please, I need help on an updated causality test that also tests the reversed relation. I am using a panel VAR model.

Look forward to hear from you.

Warm regards,
Yannick Djoumessi

[Richard Williams]

Yannick I am afraid your question is very unclear, at least to me. Have you run something in Stata and are not sure how to interpret it? Or are you not sure what to run in the first place? Have you done part of the analysis and are not sure what to do next? Or are you not sure what these methods are and you need an explanation? Also what does the subject line PhD have to do with your question? If you can be clearer somebody might be able to help.

[Yannick Djoumessi]

Dear Richard,

Thank you for your quick reaction. Indeed, I have run a PVAR model with The Wald causality test (using pvargranger) then variance decomposition analysis (VDS) to be reinforce the causality direction. However, the reviewer is not satisfied of that and He asks me to find an updated causality test that could also test the reverse link. This is my main concern.

Please Sir, We apply a panel VAR on a sample of 13 countries over the period 1993-2012 (20 years), Does it matter?

Look forward to hear from you.
With warm regards,

Yannick Djoumessi