Re: [Gretl-users] Estimating Toda Yamamoto Causality Model

Am 23.10.2018 um 10:40 schrieb Riccardo (Jack) Lucchetti: On Tue, 23 Oct 2018, Yusuf Abduwahab Hassan wrote: can i add extra lags and interpret my results as using the Toda Yamamoto approach to causality testing? In fact, it's only a little bit more complicated than that: you have to add one lag and then carry out the test on the "true" parameter order. For example: BTW, in the graphical interface you would probably just use OLS on the equation of interest, because there you can easily specify the test for omitting the first p lags. In the VAR GUI I don't see how one would do it. cheers, sven _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users