Testing for Granger Causality with Mixed Frequency Data
Year of publication: |
2015
|
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Authors: | Ghysels, Eric |
Other Persons: | Hill, Jonathan B. (contributor) ; Motegi, Kaiji (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Kausalanalyse | Causality analysis | Zeitreihenanalyse | Time series analysis | Erhebungstechnik | Data collection method |
Extent: | 1 Online-Ressource (58 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 30, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2465448 [DOI] |
Classification: | C12 - Hypothesis Testing ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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