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Granger Causal Model: Introduction and Application in Regression Analysis

Offered By: NPTEL-NOC IITM via YouTube

Tags

Time Series Analysis Courses Econometrics Courses Statistical Modeling Courses Regression Analysis Courses Correlation Courses

Course Description

Overview

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Explore the Granger Causal model, an innovative application of regression analysis that attempts to address the complex issue of causality in data. Learn how this model, despite its limitations, offers a valuable approach to investigating causal relationships beyond mere correlation. Delve into the practical implications and methodologies of the Granger Causal model, gaining insights into its potential for uncovering causal patterns in various fields of study.

Syllabus

Granger Causal model


Taught by

NPTEL-NOC IITM

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