Impact of systematic sampling on causality in the presence of unit roots

Economics Letters

Volumn 84, Issue 1, 2004, Pages 127-132

  Rajaguru, Gulasekaran ^a  

^a BOND UNIVERSITY   (Australia)

Author keywords

Causality; Cross covariance; Systematic sampling; Unit roots

Indexed keywords

EID: 2542418026     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2003.12.016     Document Type: Article

References (5)

1. Abeysinghe, T., Gulasekaran, R., 2000. Impact of Temporal Aggregation on Causal Inferences. Working paper. National University of Singapore.
2. Breusch T. Pagan A. The LM test and its applications to model specification in Econometrics Review of Economic Studies 47 1980 239-254
3. Cunningham S.R. Vilasuso J.R. Time aggregation and causality tests: results from a Monte Carlo experiment Applied Economics Letters 2 1995 403-405
4. Marcellino M. Some consequences of temporal aggregation in empirical analysis Journal of Business and Economic Statistics 17 1999 129-136
5. Wei W.W.S. The effects of systematic sampling and temporal aggregation on causality - a cautionary note Journal of the American Statistical Association 77 1982 316-319