Hi, guys! I`m confused about the granger causality test.
Suppose there is a regression: yt=a+xt+L1.yt+L2.yt+L3.yt
It is said that granger causality test is used to test whether the coefficients L1=L2=L3=0
However, i`ve read some papers and they test whether L1+L2+L3=0
I`m wondering whether there is available command to do this test?( For instance, test L1+L2+L3=0, but i`m not sure whether it is proper)
Thanks!
Suppose there is a regression: yt=a+xt+L1.yt+L2.yt+L3.yt
It is said that granger causality test is used to test whether the coefficients L1=L2=L3=0
However, i`ve read some papers and they test whether L1+L2+L3=0
I`m wondering whether there is available command to do this test?( For instance, test L1+L2+L3=0, but i`m not sure whether it is proper)
Thanks!
