LMGC: Stata module to compute Granger Causality Test at Higher Order AR(p)
lmgc computes Granger Causality Test at Higher Order AR(p)
|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/
More information through EDIRC
|Order Information:||Web: http://repec.org/docs/ssc.php|
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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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