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Nonlinear Granger causality

Posted: Wed Jun 30, 2010 11:28 am
by 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

Re: Nonlinear Granger causality

Posted: Fri Mar 08, 2013 7:30 am
by 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