[求助]如何在eviews中做面板数据的Granger因果检验？

谢谢楼上的提醒,我是看了几编中文的文章有人这么做了,所以想知道到底他们是怎么做出来的,如:统计与决策第三期上中国经济增长与能源消费关系研究一文中写到面板Granger因果检验，所以本人想追个究竟,看看到底能否做。楼上的很专业，向你学习，记住你的提醒：建议大家在用EViews做分析的时候如果没有把握，先好好阅读用户手册，如果手册上面没有，千万别做了。

本文来自: 人大经济论坛(http://www.pinggu.org) 详细出处参考：https://bbs.pinggu.org/thread-300637-1-1.html

而且统计与决策第三期上中国经济增长与能源消费关系研究一文中，写到面板Granger因果检验是在eviews6.0 BETA版版本中做的。

面板数据的因果关系检验在Energy economics，Energy policy等期刊上已经有不少文献了。

做面板数据Granger因果检验的文章已经很多了。

下面举几个例子，楼主可以根据这些文献里的方法去做：

Al-Iriani, M. A. (2006). "Energy-GDP relationship revisited: an example from GCC countries using panel causality." Energy Policy 34: 3342-3350.

Hoffmann, R., C.-G. Lee, B. Ramasamy, et al. (2005). "FDI and pollution: a Granger causality test using panel data." Journal of International Development 17: 311-317.

Hood III, M. V., Q. Kidd and I. L. Morris (2006). "Two sides of the same coin? Employing Granger causality tests in a panel framework."

Hurlin, C. and B. Venet (2006). Granger causality tests in panel data: an application to financial deepening and economic growth. working paper, University of Orleans, University Paris IX Dauphine.

Lee, C.-C. and C.-P. Chang (2008). "Energy consumption and economic growth in Asian economies: a more comprehensive analysis using panel data." Resource and Energy Economics 30: 50-65.

Mahadevan, R. and J. Asafu-Adjaye (2007). "Energy consumption, economic growth and prices: A reassessment using panel VECM for developed and developing countries." Energy Policy 35(4): 2481-2490.

Narayan, P. K., I. Nielsen and R. Smyth (2008). "Panel data, cointegration, causality and Wagner's law: Empirical evidence from Chinese provinces." China Economic Review 19(2): 297-307.

早些年Granger也发过一篇做面板因果关系检验的文章：

Granger, C. W. and L.-l. Huang (1997). Evaluation of Panel Data Models: Some Suggestions from Time Series, SSRN.

jimmy_young2005  金币 +1  奖励回答网友提问 2008-8-29 19:24:47

以下是引用xiaojingruxu在2008-8-29 12:43:00的发言：

做面板数据Granger因果检验的文章已经很多了。

下面举几个例子，楼主可以根据这些文献里的方法去做：

Al-Iriani, M. A. (2006). "Energy-GDP relationship revisited: an example from GCC countries using panel causality." Energy Policy 34: 3342-3350.

Hoffmann, R., C.-G. Lee, B. Ramasamy, et al. (2005). "FDI and pollution: a Granger causality test using panel data." Journal of International Development 17: 311-317.

Hood III, M. V., Q. Kidd and I. L. Morris (2006). "Two sides of the same coin? Employing Granger causality tests in a panel framework."

Hurlin, C. and B. Venet (2006). Granger causality tests in panel data: an application to financial deepening and economic growth. working paper, University of Orleans, University Paris IX Dauphine.

Lee, C.-C. and C.-P. Chang (2008). "Energy consumption and economic growth in Asian economies: a more comprehensive analysis using panel data." Resource and Energy Economics 30: 50-65.

Mahadevan, R. and J. Asafu-Adjaye (2007). "Energy consumption, economic growth and prices: A reassessment using panel VECM for developed and developing countries." Energy Policy 35(4): 2481-2490.

Narayan, P. K., I. Nielsen and R. Smyth (2008). "Panel data, cointegration, causality and Wagner's law: Empirical evidence from Chinese provinces." China Economic Review 19(2): 297-307.

早些年Granger也发过一篇做面板因果关系检验的文章：

Granger, C. W. and L.-l. Huang (1997). Evaluation of Panel Data Models: Some Suggestions from Time Series, SSRN.

谢谢楼上的小妹妹，我找找看这几篇文章。

楼上的专家,找到文章后请发给我学习学习,我的email:xlican@yahoo.com.cn,谢谢。

面板数据的GRANGER检验必需在面板数据下做,所以是在打开pool数据之后才是面板数据的GRANGER检验,而我打开后找不到此选项。

[此贴子已经被作者于2008-8-31 9:18:51编辑过]

我找了其中几篇文献，有兴趣的老师与同学可以研究一下。但正如gloryfly版主所言，至今我也还没有看见对面板因果检验方法比较详细的研究文献。下面这几篇实证的文章还没有细看，不知其中面板因果检验应用的理论基础如何。

Energy consumption and economic growth in Asian economies- A more comprehensive analysis using panel data 242077.pdf (342.96 KB)

2008-8-31 11:11:00 上传

[求助]如何在eviews中做面板数据的Granger因果检验？

[此贴子已经被作者于2008-8-31 11:23:32编辑过]

jimmy_young2005  奖励回答网友提问 2008-9-2 17:18:14
jimmy_young2005  金币 +1  奖励回答网友提问 2008-9-2 17:18:49

Energy consumption, economic growth and prices A reassessment using panel VECM for developed and developing countries

 

242078.pdf (166.55 KB)

2008-8-31 11:12:00 上传

[求助]如何在eviews中做面板数据的Granger因果检验？

FDI and pollution-a Granger causality test using panel data

 

242079.pdf (153.52 KB)

2008-8-31 11:14:00 上传

[求助]如何在eviews中做面板数据的Granger因果检验？