Assess whether there is Granger-causality between both series. Construct the appropriate statistical tests, choose the size of
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To test for Grangercausality we choose the asymptotic chisquared test where SSR 0 is the sum of squa...View the full answer
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Related Book For
Forecasting for Economics and Business
ISBN: 978-0131474932
1st edition
Authors: Gloria Gonzalez Rivera
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