Re: [Gretl-users] Granger Causality via menu?

Am 22.04.2016 um 07:30 schrieb Wingenroth, Thorsten: I think there is some mis-understanding about the term "exogenous" here. Allin is referring (I think) to the single-equation OLS dialogs. And that is indeed all you need for a GC test. The RHS lagged variables are traditionally called "exogenous" there, even though they are just pre-determined, not strictly exogenous. If you work in the VAR framework, the same terms are called lagged endogenous. The GC tests are automatically displayed when you estimate a VAR from the GUI -- you just have to know where to find them / which they are. There was a thread about this question last month, see: http://lists.wfu.edu/pipermail/gretl-users/2016-March/011681.html cheers, sven