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Re: st: How to perform Granger causality test in Stata 9


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How to perform Granger causality test in Stata 9
Date   Mon, 14 Aug 2006 06:38:52 -0400

Alex,
 Set up your var command and then run vargranger.
   Regards,
     Bob Yaffee

Robert A. Yaffee, Ph.D.
Research Professor
Shirley M. Ehrenkranz
School of Social Work
New York University

home address:
Apt 19-W
2100 Linwood Ave.
Fort Lee, NJ
07024-3171
Phone: 201-242-3824
Fax: 201-242-3825
yaffee@nyu.edu

----- Original Message -----
From: Alex <rereach@sohu.com>
Date: Sunday, August 13, 2006 8:24 pm
Subject: st: How to perform Grange causality test in Stata 9

> Hi
> 
> I want to perform Grange causality test, but I can not find the 
> command in
> Stata 9. Can anybody tell me that?
> Thanks a lot.
> 
> Alex
> 
> 
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