Good morning day all,
Please how do i estimate the Augmented VAR (p+dmax) model proposed by Toda
Yamamoto 1995?
If i estimate a VAR model in levels using the Vector Autoregression menu,
can i add extra lags and interpret my results as using the Toda Yamamoto
approach to causality testing?
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*Yusuf Abdulwahab Hassan.Department of Economics and Development
Studies.Federal University of Kashere,Gombe.+234
8036830166.yabdulwahab(a)fukashere.edu.ng <yabdulwahab(a)fukashere.edu.ng>*