LMGC: Stata module to compute Granger Causality Test at Higher Order AR(p)
Abstractlmgc computes Granger Causality Test at Higher Order AR(p)
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S457470.
Programming language: Stata
Requires: Stata version 11.0
Date of creation: 18 Jun 2012
Date of revision:
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.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
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