Granger causality and the sampling of economic processes

J.R. McCrorie, M.J. Chambers

    Research output: Contribution to journalArticleScientificpeer-review

    Original languageEnglish
    Pages (from-to)311-336
    JournalJournal of Econometrics
    Volume132
    Issue number2
    Publication statusPublished - 2006

    Cite this

    McCrorie, J. R., & Chambers, M. J. (2006). Granger causality and the sampling of economic processes. Journal of Econometrics, 132(2), 311-336.
    McCrorie, J.R. ; Chambers, M.J. / Granger causality and the sampling of economic processes. In: Journal of Econometrics. 2006 ; Vol. 132, No. 2. pp. 311-336.
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    title = "Granger causality and the sampling of economic processes",
    author = "J.R. McCrorie and M.J. Chambers",
    note = "DP 2004-39",
    year = "2006",
    language = "English",
    volume = "132",
    pages = "311--336",
    journal = "Journal of Econometrics",
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    }

    McCrorie, JR & Chambers, MJ 2006, 'Granger causality and the sampling of economic processes', Journal of Econometrics, vol. 132, no. 2, pp. 311-336.

    Granger causality and the sampling of economic processes. / McCrorie, J.R.; Chambers, M.J.

    In: Journal of Econometrics, Vol. 132, No. 2, 2006, p. 311-336.

    Research output: Contribution to journalArticleScientificpeer-review

    TY - JOUR

    T1 - Granger causality and the sampling of economic processes

    AU - McCrorie, J.R.

    AU - Chambers, M.J.

    N1 - DP 2004-39

    PY - 2006

    Y1 - 2006

    M3 - Article

    VL - 132

    SP - 311

    EP - 336

    JO - Journal of Econometrics

    JF - Journal of Econometrics

    SN - 0304-4076

    IS - 2

    ER -