• 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 F-statistic for the Granger Causality Test along with the corresponding critical value ... null hypothesis that y does not Granger Cause x if the F-statistic is greater...
  • vgets

  • Referenced in 0 articles [sw37551]
  • estimate general-to-specific VARs, Granger causality, steady-state effects, and cumulative impulse–responses. Vector ... potential overparameterization - and provides tests for Granger causality, estimates of the long-run 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 high-level 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...
  • UCI-ml

  • 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...