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hello, I want to ask something about Inverse Roots of AR Characteristic Polynomial in the context of VECM. I know that all the dots should have been inside the circle on inverse roots graph in order to say that impulse responses are good. however in my example lets say : 50 dots are inside the circl...

hello, I would like to ask specifically about the ideal number of lags for a panel granger causality test. the cross sections in the assignment are 10 and the time periods are 1000 (daily data). under these facts which is the ideal lags number that should be set for panel granger causality? and a se...