Displaying 1 result from an estimated 1 matches for "tp3332968p3332968".
2011 Mar 03
2
Multivariate Granger Causality Tests
...uiuc.edu/~econ472/granger.R.txt), which I think would not
be useful for the multivariate case. Does anybody know a code for a
multivariate granger causality test. Thank you in advance.
Best Regards
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