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Estimating Geweke's (1982) measure of instantaneous feedback

Stata Journal (2013) 13(1) 136-140
DOI: 10.1177/1536867x1301300110
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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). © 2013 StataCorp LP.

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Dicle, M. F., & Levendis, J. (2013). Estimating Geweke’s (1982) measure of instantaneous feedback. Stata Journal, 13(1), 136–140. https://doi.org/10.1177/1536867x1301300110

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