Hi dears! Although I am new to this important community, I have the following two questions to be answered please!
1. I am writing a master's thesis and using dynamic panel GMM estimation technique. Consequently, when I apply difference GMM, the F- statistic and its P-value does not display rathe Stata releases dots(.) Whereas, when I |(use) apply system GMM both the F- statistic and its value are displayed. What may be the problem? What shall I do, please!
2. I have to objectives in this thesis to be achieved: 1. to see the causal relationship between finance and gdp per capital growth. 2. to examine the impact of finance on gdp per capital growth. Therefore,
I want to test Granger causality test using the xtgrangert or xtgcause commands so that I can see the causal relationship between finance and gdp per capital growth and the result shows me that finance causes gdp per capital and gdp per capital growth also causes finance but I am not sure that either this means there is endogeneity problem since they cause each other or not. Does his have relation with my second objective that is with the objective to examine the impact of finance on gdp per capital growth? I need detail explanation, please!
1. I am writing a master's thesis and using dynamic panel GMM estimation technique. Consequently, when I apply difference GMM, the F- statistic and its P-value does not display rathe Stata releases dots(.) Whereas, when I |(use) apply system GMM both the F- statistic and its value are displayed. What may be the problem? What shall I do, please!
2. I have to objectives in this thesis to be achieved: 1. to see the causal relationship between finance and gdp per capital growth. 2. to examine the impact of finance on gdp per capital growth. Therefore,
I want to test Granger causality test using the xtgrangert or xtgcause commands so that I can see the causal relationship between finance and gdp per capital growth and the result shows me that finance causes gdp per capital and gdp per capital growth also causes finance but I am not sure that either this means there is endogeneity problem since they cause each other or not. Does his have relation with my second objective that is with the objective to examine the impact of finance on gdp per capital growth? I need detail explanation, please!
