Thank you very much Artur.
Best,
Olivier
Le 18/10/2011 13:55, artur tarassow a écrit :
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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