vgets: A program to estimate general-to-specific VARs, Granger causality, steady-state effects, and cumulative impulse responses
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References listed on IDEAS
- Muhammad Asali & Aamer S. Abu‐Qarn & Michael Beenstock, 2017.
"The cycle of violence in the Second Intifada: Causality in nonlinear vector autoregressive models,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 32(6), pages 1197-1205, September.
- Muhammad Asali & Aamer S. Abu-Qarn & Michael Beenstock, 2016. "The Cycle Of Violence In The Second Intifada: Causality In Nonlinear Vector Autogressive Models," Working Papers 1608, Ben-Gurion University of the Negev, Department of Economics.
- Julia Campos & Neil R. Ericsson (ed.), 2005. "General-to-Specific Modelling," Books, Edward Elgar Publishing, volume 0, number 2417.
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