Testing for time-varying Granger causality
Posted: 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
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