Thank you for your reply.
Although I think they are diferent because each test uses diferent statistics: F when I open the data as a group and Chi-sq when I work with a VAR.
Search found 2 matches
- Thu Feb 02, 2012 9:17 am
- Forum: Estimation
- Topic: Paiwise Granger Causality Tests in VAR or VEC
- Replies: 10
- Views: 21674
- Wed Feb 01, 2012 2:15 pm
- Forum: Estimation
- Topic: Paiwise Granger Causality Tests in VAR or VEC
- Replies: 10
- Views: 21674
Paiwise Granger Causality Tests in VAR or VEC
Hello:
Somebody can help me with this test?
The User's guide explains in details what this test does when I open some series as a group (page 376) but what does in VAR or VEC?
Thanks
Somebody can help me with this test?
The User's guide explains in details what this test does when I open some series as a group (page 376) but what does in VAR or VEC?
Thanks