Estimating Geweke's (1982) measure of instantaneous feedback
Dicle, Mehmet F.; Levendis, John
2013

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Abstract

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).

Details

Title Estimating Geweke's (1982) measure of instantaneous feedback
Keywords
Author(s) Dicle, Mehmet F.
Levendis, John
Subject(s)
Issue Date 2013
Publication Type Journal Article
DOI and Other Identifiers 10.22004/ag.econ.241333
st0287 (Other)
Record Identifier https://ageconsearch.umn.edu/record/241333
PURL Identifier http://purl.umn.edu/241333
Published in Stata Journal
Volume 13
Issue 1
Page Range 136 - 140
Total Pages 7
Record Appears in Stata Journal

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