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- Wed Jul 19, 2017 6:59 pm
- Forum: Estimation
- Topic: Toda and Yamamoto causality test
- Replies: 19
- Views: 29539
Re: Toda and Yamamoto causality test
Hi, Pls what version of Eview did you use and how did you use Toda Yamamoto in it? Thanks Dear all, I have two series, one is I(1) and another is I(0). I used Toda and Yamamoto way to test the causality between the two. However, the results of cointegration test and the granger causality test are co...