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st: how to do multiple horizon causality test by Dufour and Renault


From   Prakash Singh <prakashbhu@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: how to do multiple horizon causality test by Dufour and Renault
Date   Sat, 27 Oct 2012 12:34:04 +0530

Dear all
First of all forgive me if the query does not sound stata help query
as it is directly not linked with stata.

I need help in empirically applying multiple horizon causality test
mentioned in "Jean-Marie Dufour & Eric Renault, 1998. "Short Run and
Long Run Causality in Time Series: Theory," Econometrica, Econometric
Society, vol. 66(5), pages 1099-1126, September." paper.

Can any one explain me the steps involved in the estimation as after
repeated reading of the paper I am unable to follow the exact
procedure.

Please let me know if more information is required.

regards
Prakash
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