Re: [Gretl-users] Causality
Hey Oliver,
in the case you estimate a VAR model, the corresponding "F-tests of
zero restrictions" is in fact a Granger causality test.
Best,
Artur
2011/10/18 Darne Olivier <olivier.darne(a)univ-nantes.fr>:
Dear Gretl users,
I would like to know if it is possible to apply Granger and/or Sims
causality test in Gretl?
Best regards,
Olivier
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