Aggregation over time, error correction models and Granger causality : a Monte Carlo investigation
Year of publication: |
1996
|
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Authors: | Mamingi, Nlandu |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 52.1996, 1, p. 7-14
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Subject: | Aggregation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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