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Granger causality and the sampling of economic processes Author info | Abstract | Publisher info | Download info | Related research | Statistics McCrorie, J. Roderick
Chambers, Marcus J.
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Article provided by Elsevier in its journal Journal of Econometrics .
Volume (Year): 132 (2006)
Issue (Month): 2 (June)
Pages: 311-336
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Handle: RePEc:eee:econom:v:132:y:2006:i:2:p:311-336Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom
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Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Enrique Sentana & Antonio Diez de los Rios, 2007.
"Testing Uncovered Interest Parity: A Continuous-Time Approach ,"
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wp2007_0714, CEMFI.
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Other versions: Daniel Ventosa-Santaulària & José Eduardo Vera-Valdés, 2008.
"Granger-Causality in the presence of structural breaks ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(61), pages 1-14.
[Downloadable!]
Chambers, M.J. & McCrorie, J.R., 2004.
"Identification and estimation of exchange rate models with unobservable fundamentals ,"
Discussion Paper
38, Tilburg University, Center for Economic Research.
[Downloadable!]
Other versions: Arie ten Cate, 2004.
"Refinement of the partial adjustment model using continuous-time econometrics ,"
CPB Discussion Papers
41, CPB Netherlands Bureau for Economic Policy Analysis.
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