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@fukashere.edu.ng