Temporal aggregation and causality in multiple time series models
Year of publication: |
1998
|
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Authors: | Breitung, Jörg ; Swanson, Norman Rasmus |
Publisher: |
Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |
Subject: | Granger causality | instantaneous causality | contemporaneous correlation | temporal aggregation | stock and ow variables |
Series: | SFB 373 Discussion Paper ; 1998,27 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 721948839 [GVK] hdl:10419/61288 [Handle] RePEc:zbw:sfb373:199827 [RePEc] |
Classification: | C32 - Time-Series Models ; C43 - Index Numbers and Aggregation ; C51 - Model Construction and Estimation |
Source: |
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