Yeah, what he said. Co-integration, Granger causality, ARCH and GARCH models for estimation, all are things that I have used regularly. Congratulations to them both!
Tyler Cowen On Engel And Granger Receiving…
Yeah, what he said. Co-integration, Granger causality, ARCH and GARCH models for estimation, all are things that I have used regularly. Congratulations to them both!