Under what conditions can Granger causality be applied? What is its purpose? Create a complete example of
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Under what conditions can Granger causality be applied? What is its purpose? Create a complete example of your own devising, choosing carefully what variables you include in your model. Explain just how you would apply Granger causality to this model.
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Introductory Regression Analysis With Computer Application For Business And Economics
ISBN: 9780415899338
1st Edition
Authors: Allen Webster
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