Temporal Aggregation and Spurious Instantaneous Causality in Multiple Time Series Models
Year of publication: |
2003
|
---|---|
Authors: | Breitung, Jorg ; Swanson, Norman R. |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Aggregation | Kausalanalyse | Causality analysis |
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