Likelihood Ratio Test on Granger Causality
Posted: 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
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