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 list archive at Nabble.com.