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    Granger Causality Test. Stationary or non-stationary data? (Eviews)

    Hi, Is it correct to use Granger Causality Tests on non-stationary, i(1), time-series? Or should I (log)difference my data first? I cannot seem to find the answer to this question in any of my books or online. Thank you very much for your help.
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    Fixed Effects Common Panel Regression versus GMM estimation

    Hi, I have estimated my model using the Fixed Effects Common Panel method and this seems to work fine. I get an R2 of .90 However, I am now in doubt whether I should use GMM to estimate my model instead? I am not very familiar with GMM. Could someone tell me what the prerequisites for...