Likelihood Ratio Test on Granger Causality

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GonzaloMR
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Joined: Sun Feb 16, 2020 10:49 am

Likelihood Ratio Test on Granger Causality

Postby GonzaloMR » Fri Mar 13, 2020 4:32 am

Hi all,

I have done a Granger causality between 4 variables on Eviews and would like to test the joint significance of the coefficients with a likelihood ratio test. however, when i have the estimation open i am not able to find it in the "view" dropdown, is it available?

thanks and regards,

Gonzalo
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Likelihood Ratio Test on Granger Causality

Postby EViews Gareth » Fri Mar 13, 2020 9:25 am

Not as a built in, no.
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