Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality (Q2227063)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality |
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Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality (English)
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9 February 2021
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dimension reduction
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Granger causality test
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max test
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mixed data sampling (MIDAS)
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parsimonious regression models
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