Lag length selection and p-hacking in Granger causality testing: prevalence and performance of meta-regression models
Crossref DOI link: https://doi.org/10.1007/s00181-018-1446-3
Published Online: 2018-06-04
Published Print: 2019-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bruns, Stephan B.
Stern, David I.
Text and Data Mining valid from 2018-06-04
Article History
Received: 22 January 2016
Accepted: 9 November 2017
First Online: 4 June 2018