Estimating Geweke's (1982) Measure of Instantaneous Feedback. (March 2013)
- Record Type:
- Journal Article
- Title:
- Estimating Geweke's (1982) Measure of Instantaneous Feedback. (March 2013)
- Main Title:
- Estimating Geweke's (1982) Measure of Instantaneous Feedback
- Authors:
- Dicle, Mehmet F.
Levendis, John - Abstract:
- In this article, we describe thegwke82 command, which implements a measure of instantaneous feedback for two time series following Geweke (1982, Journal of the American Statistical Association 77: 304–313).
- Is Part Of:
- Stata journal. Volume 13:Number 1(2013)
- Journal:
- Stata journal
- Issue:
- Volume 13:Number 1(2013)
- Issue Display:
- Volume 13, Issue 1 (2013)
- Year:
- 2013
- Volume:
- 13
- Issue:
- 1
- Issue Sort Value:
- 2013-0013-0001-0000
- Page Start:
- 136
- Page End:
- 140
- Publication Date:
- 2013-03
- Subjects:
- st0287 -- gwke82 -- Geweke -- Granger -- causality -- vector autoregression -- time series -- instantaneous feedback
Statistics -- Periodicals
Statistics -- Computer programs -- Periodicals
001.422 - Journal URLs:
- http://www.sagepublications.com/ ↗
https://journals.sagepub.com/home/stj ↗ - DOI:
- 10.1177/1536867X1301300110 ↗
- Languages:
- English
- ISSNs:
- 1536-867X
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 25593.xml