Lag length selection and p-hacking in Granger causality testing : prevalence and performance of meta-regression models
Stephan B. Bruns, David I. Stern
| Year of publication: |
2019
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|---|---|
| Authors: | Bruns, Stephan B. ; Stern, David I. |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 56.2019, 3, p. 797-830
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| Subject: | Granger causality | Information criteria | Meta-analysis | p-hacking | Publication bias | Vector autoregression | Kausalanalyse | Causality analysis | Meta-Analyse | VAR-Modell | VAR model | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Bibliometrie | Bibliometrics | Statistischer Test | Statistical test | Systematischer Fehler | Bias | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-018-1446-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012041668