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
2018ANU Authors
Fields of Research
- Cross Sectional Analysis
- Time Series Analysis