tvgc - time-varying granger causality

[kbra krdg]

How can I solve this error in Stata?

tvgc_cv(): 3499 mm_quantile() not found
<istmt>: - function returned error

Thanks...

[Nick Cox]

You need to install moremata from SSC.

From the help:

The moremata community-contributed package (Jann 2005) must be installed from the Statistical Software
Components archive via ssc install moremata.