Testing for time-varying Granger causality

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theodore04
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Joined: Fri Nov 07, 2008 9:22 am

Testing for time-varying Granger causality

Postby theodore04 » Tue Oct 01, 2024 5:35 am

Dear All,

I was wondering whether somebody has worked on a time-varying Granger causality in EViews in this sense:
https://www.stata.com/symposiums/econom ... 1_Baum.pdf

regards
Theo
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