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wikipedia granger causality
On Oct 1, 2009, at 2:33 AM, Misha wrote:
My question in brief is, "What does including leads in a model that
'should' only have lags tell me?"
Is there a command in Stata (or other references, a tutorial, etc.)
that can help me understand this (possible) problem better?
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming
| http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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