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VAR and an the Granger causality test

Forums: Econometrics
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Student97
 
Reply Thu 3 Sep, 2020 12:03 pm
The Granger causality test is one of the steps to model a VAR. It is used to order the variables in the VAR model, however, what happens when the test is inconclusive (not conclusive because it gives negative chi values).

Can I continue with the VAR modeling?
Or is it better to exclude that variable (the one who give me the negative values)?
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