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A) Using Lags of Two Periods on Both Independent Variables F=(SSRRSSR)/RSSR/(nk)F = \frac { \left( S S R _ { R } - \operatorname { SSR } \right) / R } { \operatorname { SSR } / ( n - k ) }

Question 4

Essay

A) Using lags of two periods on both independent variables, write the Granger equation to test if the chicken came before the egg.
B) Staying with the CHICK/EGG example, write the regression that would be used to obtain SSRR in the following equation? F=(SSRRSSR)/RSSR/(nk)F = \frac { \left( S S R _ { R } - \operatorname { SSR } \right) / R } { \operatorname { SSR } / ( n - k ) }
C) Write the regression that would be used to obtain SSR in the same equation?

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