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The Granger Causality Test C FF -Statistic to Test the Hypothesis That Certain Regressors Have No

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The Granger Causality Test c. uses the FF -statistic to test the hypothesis that certain regressors have no predictive content for the dependent variable beyond that contained in the other regressors.
d. establishes the direction of causality (as used in common parlance) between XX and YY in addition to correlation.
e. is a rather complicated test for statistical independence.
f. is a special case of the Augmented Dickey-Fuller test.


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