Blar i NHH Brage på emneord "Granger causality"
Viser treff 1-1 av 1
-
Testing for Granger causality in the presence of measurement errors
(Discussion paper, Working paper, 2004-09)In this paper a potential problem with tests for Granger-causality is investigated. If one of the two variables under study, but not the other, is measured with error the consequence is that tests of forecastablity of the ...