Aggregation over time, error correction models and Granger causality: A Monte Carlo investigation

Author: Mamingi N.  

Publisher: Elsevier

ISSN: 0165-1765

Source: Economics Letters, Vol.52, Iss.1, 1996-07, pp. : 7-14

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract