In eviews software I cannot find the facilitiy of testing the nonlinear short run causality. If so, I wish to know from experts what we do to perform the nonlinear Granger Causality. Therefore, please direct me.
Dear Ahamed Lebbe Mohamed Aslam the link of Daniele Marinazzo can help you "https://users.ugent.be/~dmarinaz/KGC.html" regarding non-linear causality test but the codes are convenient for MATLAB.