Lag length selection and p-hacking in Granger causality testing: prevalence and performance of meta-regression models

Stephan B. Bruns, David Stern

    Research output: Contribution to journalArticle

    Fingerprint

    Dive into the research topics of 'Lag length selection and p-hacking in Granger causality testing: prevalence and performance of meta-regression models'. Together they form a unique fingerprint.

    Business & Economics

    Mathematics

    Social Sciences