Causality in MEAN and Variance Test in Eviews 10

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vaibhavapj
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Joined: Tue Feb 19, 2019 3:18 am

Causality in MEAN and Variance Test in Eviews 10

Postby vaibhavapj » Fri Feb 22, 2019 1:29 am

Can somebody help me on how to run How to run CCF based causality in mean and variance test (Cheung and Ng) test in Stata for weekly data for the understanding relationship between oil prices and stock market at a sectoral level (sub-indices)
The reference paper academic paper where this technique is used is - https://www.sciencedirect.com/scienc...59056016302702

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