Granger causality and the sampling of economic processes
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Publication:291700
DOI10.1016/j.jeconom.2005.02.002zbMath1337.62377MaRDI QIDQ291700
J. Roderick McCrorie, Marcus J. Chambers
Publication date: 10 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://pure.uvt.nl/portal/en/publications/granger-causality-and-the-sampling-of-economic-processes(02e79e30-1761-4800-8824-7d4872f360fa).html
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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