Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes (Q4973949)
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scientific article; zbMATH DE number 7140932
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes |
scientific article; zbMATH DE number 7140932 |
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Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes (English)
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6 December 2019
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cointegration
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Granger causality
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hypothesis testing
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vector autoregressions
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mixed frequencies
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