Open AccessLag length selection and p-hacking in Granger causality testing: prevalence and performance of meta-regression models
Author(s) -
Stephan B. Bruns,
David I. Stern
Publication year - 2018
Publication title -
empirical economics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.605
H-Index - 56
eISSN - 1435-8921
pISSN - 0377-7332
DOI - 10.1007/s00181-018-1446-3
Subject(s) - granger causality , autoregressive model , econometrics , causality (physics) , lag , statistics , regression , regression analysis , mathematics , computer science , computer network , physics , quantum mechanics
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