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st: Re: Why include leads (in a model with lags)?


From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: Re: Why include leads (in a model with lags)?
Date   Thu, 1 Oct 2009 06:55:06 -0400

<>

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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