Estimating Geweke's (1982) measure of instantaneous feedback

In this article, we describe the gwke82 command, which implements a measure of instantaneous feedback for two time series following Geweke (1982, Journal of the American Statistical Association 77: 304–313).


Issue Date:
2013
Publication Type:
Journal Article
DOI and Other Identifiers:
st0287 (Other)
Record Identifier:
http://ageconsearch.umn.edu/record/241333
PURL Identifier:
http://purl.umn.edu/241333
Published in:
Stata Journal, Volume 13, Number 1
Page range:
136-140
Total Pages:
7

Record appears in:



 Record created 2017-04-01, last modified 2018-01-23

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