Re: [Gretl-users] Causality, video

De: &quot;gretl-users-request(a)lists.wfu.edu&quot; <gretl-users-request(a)lists.wfu.edu&gt; Para: gretl-users(a)lists.wfu.edu CC: Enviado: Martes, octubre 18, 2011 6:00 P.M. Asunto: Gretl-users Digest, Vol 57, Issue 27 Send Gretl-users mailing list submissions to     gretl-users(a)lists.wfu.edu To subscribe or unsubscribe via the World Wide Web, visit     http://lists.wfu.edu/mailman/listinfo/gretl-users or, via email, send a message with subject or body 'help' to     gretl-users-request(a)lists.wfu.edu You can reach the person managing the list at     gretl-users-owner(a)lists.wfu.edu When replying, please edit your Subject line so it is more specific than "Re: Contents of Gretl-users digest..." Today's Topics:   1. Causality (Darne Olivier)   2. Re: Causality (artur tarassow)   3. Re: Causality (Darne Olivier) ---------------------------------------------------------------------- Message: 1 Date: Tue, 18 Oct 2011 13:48:45 +0200 From: Darne Olivier <olivier.darne(a)univ-nantes.fr&gt; Subject: [Gretl-users] Causality To: gretl-users(a)lists.wfu.edu Message-ID: <4E9D679D.4030807(a)univ-nantes.fr&gt; Content-Type: text/plain; charset="iso-8859-1" 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 -------------- next part -------------- An HTML attachment was scrubbed... URL: http://lists.wfu.edu/pipermail/gretl-users/attachments/20111018/676d241d/... ------------------------------ Message: 2 Date: Tue, 18 Oct 2011 13:55:07 +0200 From: artur tarassow <artur.tarassow(a)googlemail.com&gt; Subject: Re: [Gretl-users] Causality To: Gretl list <gretl-users(a)lists.wfu.edu&gt; Message-ID:     <CAPeV81n+kHAmaXu8kV_zhhzxyz=b2rwf6xW7XWXmnecFRQnGcg(a)mail.gmail.com&gt; Content-Type: text/plain; charset=ISO-8859-1 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&gt;: > 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 > ------------------------------ Message: 3 Date: Tue, 18 Oct 2011 14:12:01 +0200 From: Darne Olivier <olivier.darne(a)univ-nantes.fr&gt; Subject: Re: [Gretl-users] Causality To: Gretl list <gretl-users(a)lists.wfu.edu&gt; Message-ID: <4E9D6D11.1030006(a)univ-nantes.fr&gt; Content-Type: text/plain; charset="iso-8859-1" Thank you very much Artur. Best, Olivier Le 18/10/2011 13:55, artur tarassow a ?crit : > 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&lt;olivier.darne(a)univ-nantes.fr&gt;: >> 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 > > -------------- next part -------------- An HTML attachment was scrubbed... URL: http://lists.wfu.edu/pipermail/gretl-users/attachments/20111018/19210cfc/... ------------------------------ _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users End of Gretl-users Digest, Vol 57, Issue 27 *******************************************