Hello, Thanks for your answer. Actually, the model I'd like to perform, in one consistent step, is a two-fixed effect for country and time and a model var ecm on energy consumption and GDP. What I want to assess is the long run relationship between energy consumption and GDP and Granger causalities. It can be easily perfomed in Eviews and I am surprised it couldn't be computed in SAS (probably due to my lack of knowledge). I hope it clarifies. I gonna have a look in the SSM procedure. Kind regards Emeric
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