Testing for Granger causality with mixed frequency data (Q5964759): Difference between revisions

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Latest revision as of 12:02, 11 July 2024

scientific article; zbMATH DE number 6547763
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English
Testing for Granger causality with mixed frequency data
scientific article; zbMATH DE number 6547763

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    Testing for Granger causality with mixed frequency data (English)
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    1 March 2016
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    Granger causality test
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    local asymptotic power
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    mixed data sampling (MIDAS)
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    temporal aggregation
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    vector autoregression (VAR)
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