A Better Understanding of Granger Causality Analysis: A Big Data Environment-Reference-Cited by-同舟云学术

A Better Understanding of Granger Causality Analysis: A Big Data Environment

Published:2018-12-19 Issue:4 Volume:81 Page:911-936
ISSN:0305-9049
Container-title:Oxford Bulletin of Economics and Statistics
language:en
Short-container-title:Oxf Bull Econ Stat

Author:

Song Xiaojun¹,Taamouti Abderrahim²

Affiliation:

1. Department of Business Statistics and Econometrics Guanghua School of Management and Center for Statistical Science Peking University Beijing 100871China

2. Department of Economics and Finance Durham University Business School Mill Hill Lane Durham DH1 3LBUK

Funder

National Natural Science Foundation of China

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/obes.12288

Reference29 articles.

1. Inferential Theory for Factor Models of Large Dimensions

2. Determining the Number of Factors in Approximate Factor Models

3. Bai J.andNg S.(2005).Confidence Intervals for Diffusion Index Forecasts and Inference for Factor‐Augmented Regressions Working Paper University of Michigan.

4. Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions

5. Credit and Economic Activity: Credit Regimes and Nonlinear Propagation of Shocks

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