VARCAUSE—Block exogeneity test in a VAR

Use this forum for posting example programs or short bits of sample code.
Post Reply
TomDoan
Posts: 7825
Joined: Wed Nov 01, 2006 4:36 pm

VARCAUSE—Block exogeneity test in a VAR

Unread post by TomDoan »

VARCAUSE.RPF is an example of testing for block exogeneity/causality in a VAR.

Detailed Description


Last bumped by TomDoan on Mon Dec 30, 2024 9:32 am.
Top
Post Reply

Return to “Examples and Sample Code”