Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 42 (1989)
Issue (Month): 3 (November)
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Web page: http://www.elsevier.com/locate/jeconom
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- McCrorie, J. Roderick & Chambers, Marcus J., 2006.
"Granger causality and the sampling of economic processes,"
Journal of Econometrics, Elsevier,
Elsevier, vol. 132(2), pages 311-336, June.
- McCrorie, J.R. & Chambers, M.J., 2004. "Granger Causality and the Sampling of Economic Processes," Discussion Paper, Tilburg University, Center for Economic Research 2004-39, Tilburg University, Center for Economic Research.
- Jewitt, Giles & Roderick McCrorie, J., 2005. "Computing estimates of continuous time macroeconometric models on the basis of discrete data," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 397-416, April.
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