The optimal lag selection and transfer function analysis in Granger causality tests
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- Cook, Steven, 2007. "On the relationship between mergers and economic activity: Evidence from an optimised hybrid method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 379(2), pages 628-634.
- Erdal Atukeren, 2005. "R&D Races and Spillovers between the EU and the US: Some Causal Evidence," KOF Working papers 05-105, KOF Swiss Economic Institute, ETH Zurich.
- Erdal Atukeren, 2005. "Measuring the strength of cointegration and Granger-causality," Applied Economics, Taylor & Francis Journals, vol. 37(14), pages 1607-1614.
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