Extracting information from mega‐panels and high‐frequency data

DOI10.1111/1467-9574.00084zbMath0924.62122OpenAlexW1967412064MaRDI QIDQ4259383

Clive W. J. Granger

Publication date: 9 November 1999

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: http://www.escholarship.org/uc/item/17t2d9n6

zbMATH Keywords

outlierstime serieslarge data setslimit theory

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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