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The Stata Journal
Volume 13 Number 1: pp. 136-140

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Estimating Geweke's (1982) measure of instantaneous feedback

Mehmet F. Dicle
Loyola University New Orleans
New Orleans, LA
John Levendis
Loyola University New Orleans
New Orleans, LA
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).
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View all articles with these keywords: gwke82, Geweke, Granger, causality, vector autoregression, time series, instantaneous feedback

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