Toda-Phillips Causality Test

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kusdhianto
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Joined: Thu Apr 22, 2010 2:40 am

Toda-Phillips Causality Test

Postby kusdhianto » Thu Jun 17, 2010 12:39 am

Hello,

Can some one help me. I want to run causality test using Toda-Phillips method in the framework of VECM, so that I can test both short-run and long-run causality.

how can I do that in EViews?

I am using Eviews 7.1.
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