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- Sun Apr 08, 2012 6:45 pm
- Forum: Estimation
- Topic: cointegration and granger causality test of two periods
- Replies: 0
- Views: 1307
cointegration and granger causality test of two periods
Hello, I need you advice and help =) I am investigating the relation between different crisis in different countries during different time period. event 1 happened in 1986-1995 in one country and event 2 happened in 1998-1999 in another. If I use function quick->sample it takes one period for both c...