Toda-Phillips Causality Test
Posted: 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.
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.