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Impact of systematic sampling on causality in the presence of unit roots

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  • Rajaguru, Gulasekaran

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  • Rajaguru, Gulasekaran, 2004. "Impact of systematic sampling on causality in the presence of unit roots," Economics Letters, Elsevier, vol. 84(1), pages 127-132, July.
    • Handle: RePEc:eee:ecolet:v:84:y:2004:i:1:p:127-132
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    1. T. S. Breusch & A. R. Pagan, 1980. "The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 47(1), pages 239-253.
    2. S. Cunningham & J. Vilasuso, 1995. "Time aggregation and causality tests: results from a monte carlo experiment," Applied Economics Letters, Taylor & Francis Journals, vol. 2(10), pages 403-405.
    3. Marcellino, Massimiliano, 1999. "Some Consequences of Temporal Aggregation in Empirical Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(1), pages 129-136, January.
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    Cited by:

    1. Rajaguru, Gulasekaran & Srivastava, Sadhana & Sen, Rahul & Mukhopadhaya, Pundarik, 2023. "Does globalization drive long-run inequality within OECD countries? A guide to policy making," Journal of Policy Modeling, Elsevier, vol. 45(3), pages 469-493.
    2. Rajaguru, Gulasekaran & Abeysinghe, Tilak, 2008. "Temporal aggregation, cointegration and causality inference," Economics Letters, Elsevier, vol. 101(3), pages 223-226, December.

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