Lag length selection and p-hacking in Granger causality testing: prevalence and performance of meta-regression models

Citation

Bruns, S & Stern, D 2018, 'Lag length selection and p-hacking in Granger causality testing: prevalence and performance of meta-regression models', Empirical Economics, vol. 56, no. 3, pp. 797-830.

Year

2018

ANU Authors

Fields of Research

  • Cross Sectional Analysis
  • Time Series Analysis

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