Thank you very much Artur. Best, Olivier
Le 18/10/2011 13:55, artur tarassow a écrit : > Hey Oliver, > > in the case you estimate a VAR model, the corresponding "F-tests of > zero restrictions" is in fact a Granger causality test. > > Best, > Artur > > 2011/10/18 Darne Olivier<olivier.darne(a)univ-nantes.fr>: >> Dear Gretl users, >> I would like to know if it is possible to apply Granger and/or Sims >> causality test in Gretl? >> Best regards, >> Olivier >> >> >> _______________________________________________ >> Gretl-users mailing list >> Gretl-users(a)lists.wfu.edu >> http://lists.wfu.edu/mailman/listinfo/gretl-users >> > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > >
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Thank you very much Artur. Best, Olivier Le 18/10/2011 13:55, artur tarassow a écrit : Hey Oliver, in the case you estimate a VAR model, the corresponding "F-tests of zero restrictions" is in fact a Granger causality test. Best, Artur 2011/10/18 Darne Olivier <olivier.da...@univ-nantes.fr>:Dear Gretl users, I would like to know if it is possible to apply Granger and/or Sims causality test in Gretl? Best regards, Olivier _______________________________________________ Gretl-users mailing list gretl-us...@lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users_______________________________________________ Gretl-users mailing list gretl-us...@lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users |
