VAR Granger Causality Test and How to Interpret the Results
8:40
YouTubeUmeh_richard Econometrics
VAR Granger Causality Test and How to Interpret the Results
In this video, I demonstrate how to perform a Granger causality test in a Vector Autoregressive (VAR) model and interpret the results effectively. You will learn how to: Conduct the Granger causality test to identify causal relationships between variables Understand the statistical output of the VAR Granger causality test Interpret the results ...
9 hours ago
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