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  • Fehmida

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    Muhammad Mehboob Alam
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    Following tests can be applied 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. Stationary test. Pair wise granger causality test Correlation Matrix Impulse Responses Variance decomposition cointegration.

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    fehmida

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    Following tests can be applied 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. Stationary test. Pair wise granger causality test Correlation Matrix Impulse Responses Variance decomposition cointegration.

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    Attribution Non-Commercial (BY-NC)
    Download as DOC, PDF, TXT or read online from Scribd
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    3 views1 page

    Fehmida

    Uploaded by

    Muhammad Mehboob Alam
    Following tests can be applied 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. Stationary test. Pair wise granger causality test Correlation Matrix Impulse Responses Variance decomposition cointegration.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOC, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    Following tests can be applied 1. 2. 3. 4. 5. 6. 7. 8. 9. 10.

    Stationary Test VAR model VEC model VAR lag order selection criteria test Wald Tests Pair wise granger causality test Correlation Matrix Impulse Responses Variance decomposition Cointegration Test

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