ISBN-13: 9783659504044 / Angielski / Miękka / 2014 / 76 str.
In the Present Book Chapter-I is an introductory one.Chapter-II describes the concept and causal relations by econometric models. It presents the different representations such as autoregressive, Moving - average and univariate representation of causality. Chapter-III explore lucidly the various tests for causality, we come across in econometrics. In regression analysis, researchers are interested in testing for the exogenity of variables this testing is closely related to the causality test proposed by Granger, which is explained in detail in this chapter. Chapter-IV gives the conclusions about the present study.The various relevant research articles have been presented under the title BIBLIOGRAPHY.
In the Present Book Chapter-I is an introductory one.Chapter-II describes the concept and causal relations by econometric models. It presents the different representations such as autoregressive, Moving - average and univariate representation of causality. Chapter-III explore lucidly the various tests for causality, we come across in econometrics. In regression analysis, researchers are interested in testing for the exogenity of variables this testing is closely related to the causality test proposed by Granger, which is explained in detail in this chapter. Chapter-IV gives the conclusions about the present study.The various relevant research articles have been presented under the title BIBLIOGRAPHY.