[Gretl-devel] Granger causality

Hi all, I think gretl could use Granger causality tests (in a standard VAR framework). Actually I am going to upload a function package "real soon now" that does frequency-specific Granger causality tests (Breitung & Candelon 2006 Journal of Econometrics). I would be willing to also make a package for the simpler standard Granger causality tests, but before I do so I would like to discuss whether that's the way it should be done or if this deserves a built-in feature. (Say, a menu entry in the VAR model window after the VAR was estimated.) cheers, sven