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Re: st: Stata 12: wish list
From
Robert A Yaffee <[email protected]>
To
[email protected]
Subject
Re: st: Stata 12: wish list
Date
Tue, 02 Nov 2010 07:02:51 -0400
Cosimo,
Have you seen a nonlinear-Granger causality test?
Lutkepohl does not refer to it. How about fractional
VECM?
- Robert
Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University
Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf
CV: http://homepages.nyu.edu/~ray1/vita.pdf
----- Original Message -----
From: [email protected]
Date: Tuesday, November 2, 2010 4:01 am
Subject: Re: st: Stata 12: wish list
To: [email protected]
Cc: [email protected]
> Hi!
> I would like that Stata enhance some time-series techniques, such as
> Granger-causality after a VECM, FMOLS model, non-linear Granger-causality.
>
> Best wishes!
>
> --
> COSIMO MAGAZZINO
> DIPES
> School of Political Sciences
> Roma Tre University
> Via G. Chiabrera 199, 00145, RM
> tel.: +39 0657335347
> fax: +39 0657335282
>
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