Granger Causality test after ARDL estimation

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

josephinejosephine
Posts: 7
Joined: Thu Dec 28, 2017 2:24 am

Granger Causality test after ARDL estimation

Postby josephinejosephine » Wed Jan 03, 2018 8:57 am

Can i ask that after i obtain the output from ARDL, if i want to test for granger causality, is that i need to open the series as VECm, and then add the ECT, i.e. the CointEq equation from the output of ARDL, as exogeneous variable? or can i do directly following the result after ARDL?

Return to “Econometric Discussions”

Who is online

Users browsing this forum: Google [Bot] and 5 guests