Saturday, May 4, 2013

Granger Causality Testing Done Properly

I enjoy following David Stern's Stochastic Trend blog. David is Research Director at the Crawford School of Public Policy at the Australian National University. He's an energy and environmental economist who does some really interesting work - not my field at all, but I always enjoy reading what he has to say.

In his latest blog post, David links to a recent paper that he's co-authored with Robert Kaufman, from Boston University. The paper is titled, "Robust Granger Causality Testing of the Effect of Natural and Anthropogenic Radiative Forcings on Global Temperature". 

As I said, this isn't my field. However, if you want to see an example of Granger causality testing done well, you should take a look at this well-written paper.

Nice one!

© 2013, David E. Giles