Assess whether there is Granger-causality between both series. Construct the appropriate statistical tests, choose the size of

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Assess whether there is Granger-causality between both series. Construct the appropriate statistical tests, choose the size of the test, and explain your decision.

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Forecasting for Economics and Business

ISBN: 978-0131474932

1st edition

Authors: Gloria Gonzalez Rivera

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Question Posted: Feb 25, 2016 06:19 AM

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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

Forecasting for Economics and Business

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