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Granger causality and the sampling of economic processes

, and . Journal of Econometrics, 132 (2): 311--336 (June 2006)

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Forecasting with demand systems : A comparative study. Journal of Econometrics, 44 (3): 363--376 (June 1990)Discrete time representation of stationary and non-stationary continuous time systems. Journal of Economic Dynamics and Control, 23 (4): 619--639 (Feb 24, 1999)Fractional integration, trend stationarity and difference stationarity Evidence from some U.K. macroeconomic time series. Economics Letters, 50 (1): 19--24 (January 1996)A nonnested approach to testing continuous time models against discrete alternatives. Journal of Econometrics, 57 (1-3): 319--343 (00 1993)A Theory of Commodity Price Fluctuations, and . Journal of Political Economy, 104 (5): 924 (Jan 1, 1996)doi: 10.1086/262047.Frequency domain estimation of temporally aggregated Gaussian cointegrated systems, and . Journal of Econometrics, 136 (1): 1--29 (January 2007)Testing for unit roots with flow data and varying sampling frequency. Journal of Econometrics, 119 (1): 1--18 (March 2004)A Note on Modelling Seasonal Processes in Continuous Time. Journal of Time Series Analysis, 20 (2): 139--143 (60 03 1999)doi: 10.1111/1467-9892.00129.IDENTIFICATION AND ESTIMATION OF EXCHANGE RATE MODELS WITH UNOBSERVABLE FUNDAMENTALS*, and . International Economic Review, 47 (2): 573--582 (121 05 2006)doi: 10.1111/j.1468-2354.2006.00389.x.Granger causality and the sampling of economic processes, and . Journal of Econometrics, 132 (2): 311--336 (June 2006)