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~person:"Bauer, Dietmar"
~subject:"Causality analysis"
~subject:"Periodic processes"
~subject:"Seasonal integration"
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Persistence-robust surplus-lag Granger causality testing
Bauer, Dietmar
;
Maynard, Alex
-
2010
Persistent link: https://www.econbiz.de/10008797102
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2
Persistence-robust surplus-lag Granger causality testing
Bauer, Dietmar
;
Maynard, Alex
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 293-300
Persistent link: https://www.econbiz.de/10009673188
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3
Periodic and seasonal (co-)integration in the state space framework
Bauer, Dietmar
- In:
Economics letters
174
(
2019
),
pp. 165-168
Persistent link: https://www.econbiz.de/10012121077
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