[R-SIG-Finance] Block Exogeneity Test

DEBASISH MAITRA debasishmaitra at gmail.com
Fri Nov 21 10:31:58 CET 2014


Dear All,

I am Debasish Maitra. I am trying to run block exogeneity test in R (vars
package) after a VAR model, but I am not able to find anything out to do
this.

It would be of great help if you kindly tell me how can I run this.

Thanks,
Regards,
Debasish Maitra

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