Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Work
Year: 2020
Type: article
Source: Journal of Econometrics
Institutions University of North Carolina at Chapel Hill, Centre for Economic Policy Research, Kobe University
Cites: 37
Cited by: 27
Related to: 10
FWCI: 2.782
Citation percentile (by year/subfield): 87.27
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: closed