English, Article edition: GCAUSE: Stata module to perform Granger causality tests Patrick Joly

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/102696
Physical Description
  • code
Language
  • English

Edition details

Title
  • GCAUSE: Stata module to perform Granger causality tests
Author
  • Patrick Joly
Physical Description
  • code
Notes
  • gcause performs a Granger causality test on time-series data to investigate whether lagged values of one variable help in forecasting another variable. This routine should be preferred to an earlier, problematic Granger-test routine which appeared in STB-51.
  • time series, causality, Granger, exogeneity
  • RePEc:boc:bocode:s428201
Language
  • English
Contributed by
OAIster

Get this edition

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment