/* HHtest.PRG*/

Title: HHtest: GAUSS module to implement bootstrap test for causality with leverage adjustements.

Abstract:  This GAUSS module implements a leveraged bootstrap test for causality developed by Hacker and Hatemi-J (2006). 
	   It performs wel when the data is not normally distributed and/or ARCH effects exist.
	   The code is the copyright of the authors. Applications are allowed only
           if proper reference is provided. For non-Commercial applications only.

No performance guarantee is made. Bug reports are welcome. 

Reference: Hacker and Hatemi-J (2006) Testing for Causality between Integrated Variables
 	   Using Asymptotic and Bootstrap Distributions: Theory and Application, Applied Economics 38(13), 1489-1500";

Keywords: Granger causality, Bootstrap, VAR

Files needed: data file in text format.