2、Granger causality: using OLS If you regress ‘y’ on lagged values of ‘y’ and ‘x’ and the coefficients of the lag of ‘x’ are statistically significantly different from 0, then you can argue that ‘x’ Granger-cause ‘y’, this is, ‘x’ can be used to predict ‘y’ (se...
Supplementary data【数据+Stata】 图源:Opoku等(2022) 示例代码 本文在源代码基础上进行了优化: loc c = "lnefcons hdi_undp lngdp tradegdp lnrndtotal lnpop i.id" loc i = "laghdi_undp laglngdp lagtradegdp laglnrndtotal laglnpop i.id" loc o = "optimize(mcmc) noisy draws(1000) burn(100...
2、Granger causality: using OLS If you regress ‘y’ on lagged values of ‘y’ and ‘x’ and the coefficients of the lag of ‘x’ are statistically significantly different from 0, then you can argue that ‘x’ Granger-cause ‘y’, this is, ‘x’ can be used to predict ‘y’ (se...
2、Granger causality: using OLS If you regress ‘y’ on lagged values of ‘y’ and ‘x’ and the coefficients of the lag of ‘x’ are statistically significantly different from 0, then you can argue that ‘x’ Granger-cause ‘y’, this is, ‘x’ can be used to predict ‘y’ (se...