Aggregation over time, error correction models and Granger causality: (Q671688)
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scientific article; zbMATH DE number 983446
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| English | Aggregation over time, error correction models and Granger causality: |
scientific article; zbMATH DE number 983446 |
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Aggregation over time, error correction models and Granger causality: (English)
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27 February 1997
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Aggregation over time
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Granger causality
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Cointegration
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Error correction models
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0.7946127653121948
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0.7943233847618103
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0.7674801349639893
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0.7452263236045837
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