
GRANGER_CAUSE
 Referenced in 1 article
[sw33934]
 MATLAB Granger Causality Test: Conducts a Granger Causality test using the Bayesian Information Criterion ... length. GRANGER_CAUSE is a Granger Causality Test. The null hypothesis is that ... produces the Fstatistic for the Granger Causality Test along with the corresponding critical value ... null hypothesis that y does not Granger Cause x if the Fstatistic is greater...

vgets
 Referenced in 0 articles
[sw37551]
 estimate generaltospecific VARs, Granger causality, steadystate effects, and cumulative impulse–responses. Vector ... potential overparameterization  and provides tests for Granger causality, estimates of the longrun effects ... facilitate a genuinecausality interpretation of the Granger causality tests...

ARfit
 Referenced in 38 articles
[sw00046]
 ARfit is a collection of Matlab modules for...

EViews
 Referenced in 39 articles
[sw00254]
 Eviews supports general statistical analysis and econometric analyses...

Mathematica
 Referenced in 6445 articles
[sw00554]
 Almost any workflow involves computing results, and that...

Matlab
 Referenced in 13702 articles
[sw00558]
 MATLAB® is a highlevel language and interactive...

NAG
 Referenced in 425 articles
[sw00610]
 Produced by experts for use in a variety...

OxMetrics
 Referenced in 15 articles
[sw00664]
 OxMetrics™ A family of of software packages providing...

R
 Referenced in 10196 articles
[sw00771]
 R is a language and environment for statistical...

UCIml
 Referenced in 3444 articles
[sw04074]
 UC Irvine Machine Learning Repository. We currently maintain...

CRAN
 Referenced in 570 articles
[sw04351]
 R is ‘GNU S’, a freely available language...

CAViaR
 Referenced in 191 articles
[sw04424]
 CAViaR: Conditional autoregressive value at risk by regression...

WinBUGS
 Referenced in 773 articles
[sw04492]
 WinBUGS is part of the BUGS project, which...

vars
 Referenced in 37 articles
[sw04507]
 R package vars: VAR Modelling , Estimation, lag selection...

boot
 Referenced in 61 articles
[sw04518]
 R package boot: Bootstrap Functions (originally by Angelo...

sem
 Referenced in 34 articles
[sw04525]
 R package sem: Structural Equation Models , This package...

LIBSVM
 Referenced in 1204 articles
[sw04879]
 LIBSVM is a library for Support Vector Machines...

quadprog
 Referenced in 44 articles
[sw05110]
 R package quadprog: Functions to solve Quadratic Programming...

Mplus
 Referenced in 347 articles
[sw06511]
 Mplus is a statistical modeling program that provides...

LISREL
 Referenced in 339 articles
[sw06514]
 During the last thirty eight years, the LISREL...