2013年9月21日 星期六

Econometrics Beat: Dave Giles' Blog: Testing for Granger Causality

Econometrics Beat: Dave Giles' Blog: Testing for Granger Causality: Several people have asked me for more details about testing for Granger (non-) causality in the context of non-stationary data. This was pr...

2013年9月19日 星期四

Econometrics Beat: Dave Giles' Blog: Ten Things for Applied Econometricians to Keep in ...

Econometrics Beat: Dave Giles' Blog: Ten Things for Applied Econometricians to Keep in ...: No "must do" list is ever going to be complete, let alone perfect. This is certainly true when it comes to itemizing essential g...