Attaullah Shah
Post count: 70

Adding all community contributed packages to asdocx is a daunting endevour. I have added several of them to asdocx and shall add several others, given that such packages are widely used in the Stata community. I have added xtgcause to asdocx. First update asdocx with


. Here is a working example (I am using the dataset mentioned in the help file of xtgcause package.

asdocx xtgcause y x, lag(1) replace

         Dumitrescu & Hurlin (2012) Granger non-causality test results
  0 |1                                     2                  3 
  1 |Stat                              value            p-value 
  2 |Lag order:                            1                    
  3 |W-bar                             1.291                    
  4 |Z-bar                             0.650              0.515 
  5 |Z-bar tilde                       0.259              0.796 
H0: x does not Granger-cause y. H1: x does Granger-cause y for at least one panelvar (id).
Click to Open File:  C:\temp\MyFile.docx