Granger Causality Tests in Panel Data Models with Fixed Coefficients

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A Panel Data Approach for Income-Health Causality (2004, unknown): “Following Hurlin and Venet (2001), we consider two covariance stationary variables, denoted by x and y, observed on T periods and on N cross-section units.”
Air Transportation and Regional Growth: Which Way Does the Causality Run? (2013, methodology): “Panel Granger tests are significantly more efficient than conventional Granger tests (Baltagi, 2005; Hood et al, 2008; Hurlin and Venet, 2001; 2005), but a potential flaw, shared by many analyses, is an inappropriate assumption of causal homogeneity.”
Foreign direct investment, pollution and economic growth: evidence from Malaysia (2009, methodology): “( 2005 ) employ the first of the three steps proposed by Hurlin and Venet ( 2001 ) to identify Granger causality between CO 2 emission and net inflow of FDI in panel data.”
Granger-Causality between Transportation and GDP: A Panel Data Approach (2014, methodology): “In this study, we employ the approach proposed by Hurlin and Venet (2001), Hurlin (2004a), Hurlin (2004b), and Hansen and Rand (2006), which treat the autoregressive coefficients and regression coefficient slopes as constants.”