frequency connectedness method to measure the directional connectedness between two sets of variables in a frequency domain
Is there any built-in command or any other ready to install package or any other way to estimate "frequency connectedness method to measure the directional connectedness between two sets of variables in a frequency domain" proposed by Baruník and Křehlík (2018) or any other legitimate person in Stata. I need to find the spillover effect of my independent variables (GPR & TPU) on dependent variable (Imports). I have a panel data set for 11 countries from 2008-2022. I use DYNARDL estimation method for regresion analysis.
Any help will be most appreciated.
Any help will be most appreciated.
