Dear Oliver

Yes, you can take the test of Granger, indirectly. I'm sending you a link video.


Congratulations to Allin and the list for all this tremendous work.

http://www.youtube.com/watch?v=ON5pJ8xd3E4

Best regards. César.



----- Mensaje original -----
> De: "gretl-users-request@lists.wfu.edu" <gretl-users-request@lists.wfu.edu>
> Para: gretl-users@lists.wfu.edu
> CC:
> Enviado: Martes, octubre 18, 2011 6:00 P.M.
> Asunto: Gretl-users Digest, Vol 57, Issue 27
>
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> Today's Topics:
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>   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@univ-nantes.fr>
> Subject: [Gretl-users] Causality
> To: gretl-users@lists.wfu.edu
> Message-ID: <4E9D679D.4030807@univ-nantes.fr>
> 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
>
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> Message: 2
> Date: Tue, 18 Oct 2011 13:55:07 +0200
> From: artur tarassow <artur.tarassow@googlemail.com>
> Subject: Re: [Gretl-users] Causality
> To: Gretl list <gretl-users@lists.wfu.edu>
> Message-ID:
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>
> 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@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@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@univ-nantes.fr>
> Subject: Re: [Gretl-users] Causality
> To: Gretl list <gretl-users@lists.wfu.edu>
> Message-ID: <4E9D6D11.1030006@univ-nantes.fr>
> 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<olivier.darne@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@lists.wfu.edu
>>> http://lists.wfu.edu/mailman/listinfo/gretl-users
>>>
>> _______________________________________________
>> Gretl-users mailing list
>> Gretl-users@lists.wfu.edu
>> http://lists.wfu.edu/mailman/listinfo/gretl-users
>>
>>
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> End of Gretl-users Digest, Vol 57, Issue 27
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