Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Granger non-causality test
From
[email protected]
To
[email protected]
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
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/