Granger causality and the sampling of economic processes

Journal of Econometrics

Volumn 132, Issue 2, 2006, Pages 311-336

  McCrorie, J Roderick ^a   Chambers, Marcus J ^a  

^a UNIVERSITY OF ESSEX   (United Kingdom)

Author keywords

Granger causality; Temporal aggregation

Indexed keywords

DATA REDUCTION; DISCRETE TIME CONTROL SYSTEMS; MATHEMATICAL MODELS;

DISCRETE TIME MODELS; GRANGER CAUSALITY; TEMPORAL AGGREGATION;

INDUSTRIAL ECONOMICS;

EID: 33845267448     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.02.002     Document Type: Article

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