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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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