RATS program to demonstrate bootstrapping applied to Granger causality test

Statistical Software Components from Boston College Department of Economics

Language: RATS
Requires: RATS 8.00
Keywords: Bootstrapping; causality test (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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https://www.estima.com/procs_perl/grangerbootstrap.rpf (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00075

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