Member since September 3, 2020

Student97

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Student97
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VAR and an the Granger causality test
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... (view)
 
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