Testing for granger causality with mixed frequency data :: Eric Ghysels :: Centre for Economic Policy Research 2013 :: OBNB, the Open British National Bibliography

Publication Data

Title Testing for granger causality with mixed frequency data
Author Eric Ghysels
Contributors Jonathan B. Hill, Kaiji Motegi, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2013
Publication location London
Language English

Topics

Economics :: Statistical methods

Catalogue Data

OBNB ID GBB5D1977
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 330.015195

ISBD

P1053 40 pages
P1042 Includes bibliographical references.

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Testing for granger causality with mixed frequency data by Eric Ghysels. Published by Centre for Economic Policy Research in 2013. Publication and catalogue information, links to buy online and reader comments.