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RE: st: Granger causality test for VECM


From   MerijnG <m.groenenboom@students.uu.nl>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: Granger causality test for VECM
Date   Fri, 5 Aug 2011 14:40:22 -0700 (PDT)

And what command should you use when you have many independent variables with
granger causality after a VECM. My VEC regression is:

vec d.lstp d.lexr d.lsint d.lip d.lur d.lyie d.loil d.lcon d.lgold d.ltb
d.linf, lags(3)

Can anybody try to give me the exact command in this example which I should
use to test for Granger causality of the dependent variable (d.lstp) on all
the different independent variables?

Thanks in advance!


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