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文献来源 Hossaion, M. R., et al. (2024). Empowering energy transition: Green innovation, digital finance, and the path to sustainable prosperity through green finance initiatives Appendix A. Supplementary data 【数据+Stata】 示例代码 cd "C:\Download \1 -s2.0-S0140988324004444-mmc1\data and code"
import excel "df_2.xlsx" , sheet ( "log_v1" ) firstrow case ( lower ) clear
xtset year id
// Judios Granger Casuality test
xtgrangert gi gdp_1 , maxlags ( 1 ) het
xtgrangert gdp_1 gi , maxlags ( 1 ) het 得到结果 Juodis, Karavias and Sarafidis (2021) Granger non-causality Test
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Number of units= 18 Obs. per unit (T) = 14
Number of lags = 1 BIC = -88.28747
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JKS non-causality test
H0: gdp_1 does not Granger-cau
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