Blar i Scientific articles på emneord "Bias correction"
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A homogeneous approach to testing for Granger non-causality in heterogeneous panels
(Peer reviewed; Journal article, 2021)This paper develops a new method for testing for Granger non-causality in panel data models with large cross-sectional (N) and time series (T) dimensions. The method is valid in models with homogeneous or heterogeneous ...