Granger Causality Test after ARDL estimation

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Granger Causality Test after ARDL estimation

Postby josephinejosephine » Wed Jan 03, 2018 7:45 pm

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?

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