Estimating Geweke’s (1982) measure of instantaneous feedback

Mehmet Dicle () and John Levendis ()
Additional contact information
John Levendis: Loyola University New Orleans

Stata Journal, 2013, vol. 13, issue 1, 136-140

Abstract: In this article, we describe the gwke82 command, which implements a measure of instantaneous feedback for two time series following Geweke (1982, Journal of the American Statistical Association 77: 304–313). Copyright 2013 by StataCorp LP.

Keywords: gwke82; Geweke; Granger; causality; vector autoregression; time series; instantaneous feedback (search for similar items in EconPapers)
Date: 2013
Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj13-1/st0287/
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.stata-journal.com/article.html?article=st0287 link to article purchase

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tsj:stataj:v:13:y:2013:i:1:p:136-140

Ordering information: This journal article can be ordered from
http://www.stata-journal.com/subscription.html

Access Statistics for this article

Stata Journal is currently edited by Nicholas J. Cox and Stephen P. Jenkins

More articles in Stata Journal from StataCorp LLC
Bibliographic data for series maintained by Christopher F. Baum () and Lisa Gilmore ().