Nonlinear Granger causality

[sirwin]

Does anyone know of Eviews code to conduct a bi-variate non-linear Granger causality test as in Hiemstra and Jones (1994)?

Thanks,
Scott Irwin
University of Illinois

[Chaly91]

is there anybody can answer this question? I also need to know how to conduct this test in eviews urgently. this is the paper conducting the test. plz help me. thanks a lot!

https://www.google.com.vn/url?sa=t&rct= ... 7494,d.bmk