Can anyone provide the R or STATA code for Weak Exogeneity Test?

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Tihana Škrinjarić

Does this help as a starting point: https://stat.ethz.ch/pipermail/r-help/2013-June/354649.html

Desalegn Abraha Gebrekidan

Dear Prokash Deb,

Your question which reads as, can anyone provide the R or STATA code for Weak Exogeneity Test? seems to be very interesting but as I don't have any idea of what it is and what it deals with I will not be able to participate in the discussion. However, I will follow the discussion and exchange of ideas to be able to understand the subject matter that you have raised.

Best Regards

Desalegn Abraha

Walter Bazan

Did you try these packages: genCorr

https://cran.r-project.org/web/packages/generalCorr/vignettes/generalCorr-vignette3.pdf

and

vars ==> Causality Analysis