Re: [R] quantreg Wald-Test

Hi Stephan, Now I have your same problem on Granger causality test, have you got some news about it? The anova.rq is the right one to do it? Regards, Massimo -- View this message in context: http://r.789695.n4.nabble.com/quantreg-Wald-Test-tp4638198p4645773.html Sent from the R help mailing lis

[R] Quantile Granger causality

Good evening (in Italy), Someone of you have ever read anything about quantile cointegration? I want to use the test statistic explained in Chuang et al. (2009), that fundamentally followed the suggestion of Koenker and Machado (1999). This is a Wald test used for quantile cointegration proposed