Testing for Granger causality in the presence of measurement errors

Economics Bulletin

Volumn 3, Issue 1, 2005, Pages

  Andersson, Jonas ^a  

^a NORWEGIAN SCHOOL OF ECONOMICS   (Norway)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 55349135634     PISSN: None     EISSN: 15452921     Source Type: Journal    
DOI: None     Document Type: Article

References (2)

1. C.W.J Granger. Investigating causal relations by econometric models and cross-spectral methods. Econometrica, 37:424-438, 1969.
2. J.D Hamilton. Time Series Analysis. Princeton, 1994.