References
Dumitrescu, Elena-Ivona and Christophe Hurlin (2012). “Testing for Granger Non-causality in Heterogeneous Panels,” Economic Modeling, 29, 1450-1460.
Phillips, Peter C. B. and Hyungsik R. Moon (1999). “Linear Regression Limit Theory for Nonstationary Panel Data,” Econometrica, 67, 1057-1111.