The BootGraph program written by Stephen J. Perez, Kevin D. Hoover, and
implements the bootstrap analysis of causal graphs discovered by the PC and SGS algorithms as described in
The program is originally written in Gauss, but there is also a version that runs in Ox. Unfortunately, for reasons that are not yet clear, the SGS algorithm does not work in Ox.
Programs are currently configured to run sample data sets from Kevin D. Hoover, Selva Demiralp, and Stephen J. Perez "Empirical Identification of the Vector Autoregression: The Causes and Effects of U.S. M2," forthcoming in the Festshrift for David F. Hendry. Sample date set:
Text format (click to open in new window or right-click and save link)
Gauss .fmt format (right-click and save link).
Please report any bugs to Stephen J. Perez.