Testing for Granger non-causality in heterogeneous panels

C-Tier
Journal: Economic Modeling
Year: 2012
Volume: 29
Issue: 4
Pages: 1450-1460

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper proposes a very simple test of Granger (1969) non-causality for heterogeneous panel data models. Our test statistic is based on the individual Wald statistics of Granger non causality averaged across the cross-section units. First, this statistic is shown to converge sequentially to a standard normal distribution. Second, the semi-asymptotic distribution of the average statistic is characterized for a fixed T sample. A standardized statistic based on an approximation of the moments of Wald statistics is hence proposed. Third, Monte Carlo experiments show that our standardized panel statistics have very good small sample properties, even in the presence of cross-sectional dependence.

Technical Details

RePEc Handle
repec:eee:ecmode:v:29:y:2012:i:4:p:1450-1460
Journal Field
General
Author Count
2
Added to Database
2026-01-25