LMGC: Stata module to compute Granger Causality Test at Higher Order AR(p)
Emad Shehata ()
Statistical Software Components from Boston College Department of Economics
lmgc computes Granger Causality Test at Higher Order AR(p)
Requires: Stata version 11.0
Keywords: Grange causality; AR(p) (search for similar items in EconPapers)
Note: This module should be installed from within Stata by typing "ssc install lmgc". Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations Track citations by RSS feed
Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/l/lmgc.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmgc.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmgc.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmgc.dta sample data file (application/x-stata)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457470
Ordering information: This software item can be ordered from
Access Statistics for this software item
More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Series data maintained by Christopher F Baum ().