Panel Non-Linear Causality Test
8 Pages Posted: 21 May 2015
Date Written: May 20, 2015
In this paper, we develop a new nonlinear Granger causality test to take into consideration different lags of variables and different values of the bound for panel data.
Keywords: linear Granger causality test, nonlinear Granger causality test, panel data, power, size
JEL Classification: C01, C12
Suggested Citation: Suggested Citation