Wald Test or Granger Causalityin Panel Data

[AlexeyS]

Hello, i have to to do Granger Causality Test. I have panel data. I tried to do the Granger Causality with proc varmax , but this procedure takes into consideration only time series. I didn't find  any proc that  knows to do Granger Causality on panel data. Can somebody help me? Maybe to run proc panel and then calculate Wald statistic? 

Thank you

[Ksharp]

Plz post it at Forecast forum, since it is about time series analysis .