Tag: STATA for data analysis

How to perform Panel data regression for random effect model in STATA?

The previous article (Pooled panel data regression in STATA) showed how to conduct pooled regression analysis with dummies of 30 American companies. The results revealed that the joint hypothesis of dummies reject the null hypothesis that these companies do not have any alternative or joint effects. Therefore pooled regression is not a favourable technique for […]

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How to perform Granger causality test in STATA?

By Rashmi Sajwan & Priya Chetty on October 16, 2018 17 Comments

Applying Granger causality test in addition to cointegration test like Vector Autoregression (VAR) helps detect the direction of causality. It also helps to identify which variable acts as a determining factor for another variable. This article shows how to apply Granger causality test in STATA.

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