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Periodic and seasonal (co-)integration in the state space framework
Bauer, Dietmar - In: Economics letters 174 (2019), pp. 165-168
Persistent link: https://www.econbiz.de/10012121077
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Persistence-robust surplus-lag Granger causality testing
Bauer, Dietmar; Maynard, Alex - In: Journal of econometrics 169 (2012) 2, pp. 293-300
Persistent link: https://www.econbiz.de/10009673188
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Persistence-robust surplus-lag Granger causality testing
Bauer, Dietmar; Maynard, Alex - 2010
Persistent link: https://www.econbiz.de/10008797102