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LMGC: Stata module to compute Granger Causality Test at Higher Order AR(p)

Emad Shehata ()

Statistical Software Components from Boston College Department of Economics

Abstract: lmgc computes Granger Causality Test at Higher Order AR(p)

Language: Stata
Requires: Stata version 11.0
Keywords: Grange causality; AR(p) (search for similar items in EconPapers)
Date: 2012-06-18
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.
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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)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457470

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