Dear Friends,
Is anyone have a piece of RATS code to do the nonlinear Granger causality test proposed by Joakim Skalin and Timo Teravirta, "Another Look at Swedish Business Cycles, 1861-1988", Journal of Applied Econometrics, Vol. 14, No. 4,
1999, pp. 359-378.
Thank you very much
NonLinear Granger Causality Test
2 posts
• Page 1 of 1
NonLinear Granger Causality Test
by Tony » Tue Mar 06, 2012 12:02 am
- Tony
- Posts: 5
- Joined: Sun Oct 31, 2010 8:09 pm
Re: NonLinear Granger Causality Test
by TomDoan » Thu May 31, 2012 2:55 pm
- TomDoan
- Posts: 2718
- Joined: Wed Nov 01, 2006 5:36 pm
2 posts
• Page 1 of 1
Return to Structural Breaks and Switching Models
Who is online
Users browsing this forum: No registered users and 1 guest