Below are some topics which important for your thesis/dissertation:

DINAMIKA RISET WILL HELP YOU TO FINISH YOUR THESIS/DISSERTATION, CONTACT PERSON Wawan 081294635021  Below are some topics which important for your thesis/dissertation: Characterisations of Causal Relations using the Autoregressive and Moving Average Representations Characterising Causal Relations by Using the Residuals of the Univariate Processes Causality Tests The Direct Granger Procedure The Haugh-Pierce Test The Hsiao Procedure Applying Causality Tests in a Multivariate Setting The Direct Granger Procedure with More Than Two Variables Interpreting the Results of Bivariate Tests in Systems With More Than Two Variables Vector Autoregressive Processes Representation of the System Granger Causality Impulse Response Analysis Variance Decomposition Nonstationary Processes Forms of Nonstationarity Trend Elimination Unit Root Tests Dickey-Fuller Tests The Phillips-Perron Test Unit Root Tests and Structural Breaks A Test with the Null Hypothesis of Stationarity Decomposition of Time Series Further Developments Fractional Integration Seasonal Integration Deterministic versus Stochastic Trends in Economic Time Series Cointegration Definition and Properties of Cointegrated Processes