Sorry to bother you. I am a student from Nanjing Agriculture University China.
For my dissertation purpose I need to run Granger Causality tests using Gretl. I am using time series data, would you mind giving me some advice on the following questions:
For everybody knows, Granger test is conducted in the framework of a vector autoregression (VAR).But Granger causality tests are not provided among the menu in gretl when I estimated a VAR, so how to run Granger Causality in Gretl?