Re: [Gretl-users] Causality

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