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st: Test for Instantaneous Causation after VAR


From   "Daniel Schneider" <daniel.schneider@stanford.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Test for Instantaneous Causation after VAR
Date   Mon, 11 Sep 2006 15:42:10 -0700

Has anyone implemented a test for instantaneous causation after a Vector
Autoregressive Model (VAR)? I have been looking around and haven't found
anything in Stata yet. Or am I missing some easy approach employing test
that could achieve the same kind of test?


Daniel Schneider

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