Testing for Granger causality with mixed frequency data (Q5964759)
From MaRDI portal
scientific article; zbMATH DE number 6547763
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Granger causality with mixed frequency data |
scientific article; zbMATH DE number 6547763 |
Statements
Testing for Granger causality with mixed frequency data (English)
0 references
1 March 2016
0 references
Granger causality test
0 references
local asymptotic power
0 references
mixed data sampling (MIDAS)
0 references
temporal aggregation
0 references
vector autoregression (VAR)
0 references
0 references
0 references
0 references
0 references
