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st: RE: RE: How to run Granger Causality Test?


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: How to run Granger Causality Test?
Date   Mon, 7 Jul 2008 16:47:04 +0100

On the information given, it would seem that the official command
-vargranger- might also be relevant. Shafiun needs, I guess, to say much
along lines recommended in the FAQ, i.e. exactly what was typed and
exactly what Stata said. 

Nick
n.j.cox@durham.ac.uk 

Martin Weiss

-ssc d gcause-

Shafiun Nahin Shimul

I cannot run the granger causality test,because I found some problem in
the command of estimate store. Can anyone help me how to perform it?
I want to test GC upto 3 lags. How it can be performed?


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