Temporal aggregation, cointegration and causality inference

10.1016/j.econlet.2008.08.012

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Bibliographic Details
Main Authors:	Rajaguru, G., Abeysinghe, T.
Other Authors:	ECONOMICS
Format:	Article
Published:	2011
Subjects:	Adjustment coefficient Causality in levels Contemporaneous conditioning Sign rule Weak exogeneity
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/19986
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Institution:	National University of Singapore

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spelling	sg-nus-scholar.10635-199862023-10-26T09:13:27Z Temporal aggregation, cointegration and causality inference Rajaguru, G. Abeysinghe, T. ECONOMICS Adjustment coefficient Causality in levels Contemporaneous conditioning Sign rule Weak exogeneity 10.1016/j.econlet.2008.08.012 Economics Letters 101 3 223-226 ECLED 2011-02-24T06:55:16Z 2011-02-24T06:55:16Z 2008 Article Rajaguru, G., Abeysinghe, T. (2008). Temporal aggregation, cointegration and causality inference. Economics Letters 101 (3) : 223-226. ScholarBank@NUS Repository. https://doi.org/10.1016/j.econlet.2008.08.012 01651765 http://scholarbank.nus.edu.sg/handle/10635/19986 000261598500020 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Adjustment coefficient Causality in levels Contemporaneous conditioning Sign rule Weak exogeneity
spellingShingle	Adjustment coefficient Causality in levels Contemporaneous conditioning Sign rule Weak exogeneity Rajaguru, G. Abeysinghe, T. Temporal aggregation, cointegration and causality inference
description	10.1016/j.econlet.2008.08.012
author2	ECONOMICS
author_facet	ECONOMICS Rajaguru, G. Abeysinghe, T.
format	Article
author	Rajaguru, G. Abeysinghe, T.
author_sort	Rajaguru, G.
title	Temporal aggregation, cointegration and causality inference
title_short	Temporal aggregation, cointegration and causality inference
title_full	Temporal aggregation, cointegration and causality inference
title_fullStr	Temporal aggregation, cointegration and causality inference
title_full_unstemmed	Temporal aggregation, cointegration and causality inference
title_sort	temporal aggregation, cointegration and causality inference
publishDate	2011
url	http://scholarbank.nus.edu.sg/handle/10635/19986
_version_	1781410101120204800

Temporal aggregation, cointegration and causality inference

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