[Gretl-users] Re: Help VEC Granger Causality Test/ Block Exogeneity Wald Test
thank you,
I have an idea but I'm still not sure if it's right. I will look at the link now.
thank you
On Apr 19, 2023, at 18:57, JOSE FRANCISCO PERLES RIBES
<jfperles(a)gmail.com> wrote:
Dear Nikola:
I'm not sure, but probably it would be possible to test for non-Granger causality
test as David Giles explains for Eviews using your option VEC Granger Causality Test/
Block Exogeneity Wald Test with the VAR options in Gretl.
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