lag length selection and granger causality - core · lag length selection and granger causality...
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WORKING PAPER SERIES
Lag Length Selection and Granger Causality
Daniel L. Thornton and
Dallas S. Batten
Working Paper 1984-001A http://research.stlouisfed.org/wp/1984/1984-001.pdf
1984
FEDERAL RESERVE BANK OF ST. LOUIS Research Division 411 Locust Street
St. Louis, MO 63102 ______________________________________________________________________________________
The views expressed are those of the individual authors and do not necessarily reflect official positions of the Federal Reserve Bank of St. Louis, the Federal Reserve System, or the Board of Governors.
Federal Reserve Bank of St. Louis Working Papers are preliminary materials circulated to stimulate discussion and critical comment. References in publications to Federal Reserve Bank of St. Louis Working Papers (other than an acknowledgment that the writer has had access to unpublished material) should be cleared with the author or authors.
Photo courtesy of The Gateway Arch, St. Louis, MO. www.gatewayarch.com
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