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st: Granger non-causality test


From   cmagazzino@uniroma3.it
To   statalist@hsphsun2.harvard.edu
Subject   st: Granger non-causality test
Date   Mon, 18 Oct 2010 12:07:52 +0200 (CEST)

Hi!
How can I perform in STATA a Granger non-causality test, according the
Toda and Yamamoto (1995) approach?

Many thanks!

-- 
COSIMO MAGAZZINO
DIPES
School of Political Sciences
Roma Tre University
Via G. Chiabrera 199, 00145, RM
tel.: +39 0657335347
fax: +39 0657335282

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