This page provides links to discussions of special topics that may be of interest to RATS users.
This covers a wide range of issues and methods concerning testing of (Granger) causality tests, including the implications of unit root behavior,
long-run causality testing in the presence of cointegration, testing causality in multivariate GARCH models and testing causality in panel data sets.
This discusses results about regressions that include I(1) variables, how to tell if a regression seems to be "spurious" and how to rearrange a regression to reduce
or eliminate the problem.