On Fri, 20 Jan 2006, john w wrote:
Thank you for your quick answer!
Yes, I use CVS version.
Regarding
1. There is Compact data option but only to convert higher to lower
frequency not viceversa.
If you open a quarterly dataset, you have "Expand data" right under
"Compact data" in the Sample menu
2. Thnx.
3. Will be nice. Thnx.
4. Ok. I'll try.
5. Thnx.
6. Ok. Thnx. There are some examples of this tests in JMulTi (also on
Sourceforge. But in Jawa). You can test group Granger causality in VECM and
you also have an option to impose zero restrictions on parameters (LR test).
Oh, that's interesting. I'll have a look at it. Not now. But I promise I
will! Honest!
Riccardo `Jack' Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
jack(a)dea.unian.it
http://www.econ.univpm.it/lucchetti