1. J

    Causality test

    Do you know what is the "Hafner and Herwartz" causality-in-variance test, or else called LM-GARCH? And how you run it on eviews (or gretl)? If I have understood it well, it is a Granger causality test between Garch standardized residuals. Is this correct? Any help would be very much...
  2. Junes

    Confused about causality

    I'm helping a colleague of mine with his homework for his political science master. He's investigating the effect of political orientation on support for military missions. He has a big database with survey data. Political orientation (left-right) is measured on a 10-point scale, support for...
  3. M

    simultaneous causality correction?

    Hi Based on a data set I have to answer whether the use of tele-diagnosis and tele-evaluation by health professionals in Andalusia has a positive impact in their perception of the technology usefulness. I have the variables: dependent variable: useful -how useful is tele-diagnosis and...
  4. P

    Causal stats with one event and multiple time series?

    Hi all, I have computed causal relationships between two time series. But now I would also like to check the causal influence of a single event on multiple time series. For example, an earthquake on a particular day having an influence on the stocks prices of different companies. Is there...
  5. J

    Help with attribution/causality

    Hello everyone! I am new to this forum, but excited to become more involved :tup: I am currently a mathematics/statistics student and I am looking for some ideas on how to proceed with some of my summer research. I hope I posted this in the right forum, if not, sorry! I have recently...
  6. P

    GRANGER CAUSALITY test on spss

    I couldn't find information on how to conduct GRANGER CAUSALITY test for two variables in SPSS. Can anyone help please?