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

@@ Property / DOI @@
-.1016/j.jeconom.2006.07.020
@@ Property / DOI: 10.1016/j.jeconom.2006.07.020 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B84
@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
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@@ Property / zbMATH DE Number @@
+6085404
@@ Property / zbMATH DE Number: 6085404 / rank @@
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@@ Property / zbMATH Keywords @@
+Granger causality
@@ Property / zbMATH Keywords: Granger causality / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+forecast evaluation
@@ Property / zbMATH Keywords: forecast evaluation / rank @@
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@@ Property / zbMATH Keywords @@
+hypothesis testing
@@ Property / zbMATH Keywords: hypothesis testing / rank @@
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@@ Property / zbMATH Keywords @@
+model selection
@@ Property / zbMATH Keywords: model selection / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2006.07.020
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@@ Property / OpenAlex ID @@
+W2038845560
@@ Property / OpenAlex ID: W2038845560 / rank @@
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@@ Property / cites work @@
+A new technique for postsample model selection and validation
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+Advertising and Aggregate Consumption: An Analysis of Causality
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+The power of tests of predictive ability in the presence of structural breaks
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+A consistent test for nonlinear out of sample predictive accuracy.
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+Predictive ability with cointegrated variables
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+Tests of Conditional Predictive Ability
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+The 1972 Wald Lecture Robust Statistics: A Review
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+In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
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+Robust out-of-sample inference
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+The distribution of the Theil \(U\)-statistic in bivariate normal populations
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+Asymptotic Inference about Predictive Ability
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+A Reality Check for Data Snooping
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@@ Property / DOI @@
+.1016/J.JECONOM.2006.07.020
@@ Property / DOI: 10.1016/J.JECONOM.2006.07.020 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:451271