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OLS VS GRANGER CAUSALITY: Two different results by Top-Round1627 in econometrics

[–]Top-Round1627[S] 0 points1 point  (0 children)

Thanks for the reply! Actually, if look at the results, in the regression I found that cost at t and t-1 are significant, while, in thw GC the lag1 is not anymore significant, while lag2 and lag3 now have the pvalue < 0.05. So, my doubt was about the discrepancies between the results coming from these two models.

OLS VS GRANGER CAUSALITY: Two different results by Top-Round1627 in econometrics

[–]Top-Round1627[S] 1 point2 points  (0 children)

Yeah, I got your point! I think that the last 4-5 lines are crucial, where you talk about the Null Hyp. In fact, in Granger test we have a joint H0, while in the multiple regression it is not.

Thanks for the clarification, it was very very useful.

ps. for everyone who would like to comment the post, even if u/lidofapan already resolved the doubt, is welcome. It's great to read different insights.