Granger causality and the sampling of economic processes

J.R. McCrorie, M.J. Chambers

Research output: Contribution to journal › Article › Scientific › peer-review

Cite this

@article{341df182f3a24edbb4d32bbead04c9fa,

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",

issn = "0304-4076",

publisher = "Elsevier B.V.",

number = "2",

}