Asymptotics for out of sample tests of Granger causality (Q451271): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+B84
@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6085404
@@ Property / zbMATH DE Number: 6085404 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Granger causality
@@ Property / zbMATH Keywords: Granger causality / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+forecast evaluation
@@ Property / zbMATH Keywords: forecast evaluation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+hypothesis testing
@@ Property / zbMATH Keywords: hypothesis testing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+model selection
@@ Property / zbMATH Keywords: model selection / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2006.07.020
+Normal rank
@@ Property / OpenAlex ID @@
+W2038845560
@@ Property / OpenAlex ID: W2038845560 / rank @@
+Normal rank
@@ Property / cites work @@
+A new technique for postsample model selection and validation
+Normal rank
@@ Property / cites work @@
+Advertising and Aggregate Consumption: An Analysis of Causality
+Normal rank
@@ Property / cites work @@
+Q2783447
@@ Property / cites work: Q2783447 / rank @@
+Normal rank
@@ Property / cites work @@
+Econometric Evaluation of Linear Macro-Economic Models
+Normal rank
@@ Property / cites work @@
+Tests of equal forecast accuracy and encompassing for nested models
+Normal rank
@@ Property / cites work @@
+Evaluating Direct Multistep Forecasts
@@ Property / cites work: Evaluating Direct Multistep Forecasts / rank @@
+Normal rank
@@ Property / cites work @@
+The power of tests of predictive ability in the presence of structural breaks
+Normal rank
@@ Property / cites work @@
+A consistent test for nonlinear out of sample predictive accuracy.
+Normal rank
@@ Property / cites work @@
+Predictive ability with cointegrated variables
@@ Property / cites work: Predictive ability with cointegrated variables / rank @@
+Normal rank
@@ Property / cites work @@
+A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator
+Normal rank
@@ Property / cites work @@
+Tests of Conditional Predictive Ability
@@ Property / cites work: Tests of Conditional Predictive Ability / rank @@
+Normal rank
@@ Property / cites work @@
+Q4113288
@@ Property / cites work: Q4113288 / rank @@
+Normal rank
@@ Property / cites work @@
+The 1972 Wald Lecture Robust Statistics: A Review
@@ Property / cites work: The 1972 Wald Lecture Robust Statistics: A Review / rank @@
+Normal rank
@@ Property / cites work @@
+In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
+Normal rank
@@ Property / cites work @@
+Robust out-of-sample inference
@@ Property / cites work: Robust out-of-sample inference / rank @@
+Normal rank
@@ Property / cites work @@
+Q2767967
@@ Property / cites work: Q2767967 / rank @@
+Normal rank
@@ Property / cites work @@
+The distribution of the Theil \(U\)-statistic in bivariate normal populations
+Normal rank
@@ Property / cites work @@
+Asymptotic Inference about Predictive Ability
@@ Property / cites work: Asymptotic Inference about Predictive Ability / rank @@
+Normal rank
@@ Property / cites work @@
+A Reality Check for Data Snooping
@@ Property / cites work: A Reality Check for Data Snooping / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:451271