NonLinear Granger Causality Test
Posted: Mon Mar 05, 2012 11:02 pm
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
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