Asymptotics for out of sample tests of Granger causality (Q451271): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91B84 / rank | |||
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| Property / zbMATH DE Number: 6085404 / rank | |||
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Granger causality | |||
| Property / zbMATH Keywords: Granger causality / rank | |||
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forecast evaluation | |||
| Property / zbMATH Keywords: forecast evaluation / rank | |||
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hypothesis testing | |||
| Property / zbMATH Keywords: hypothesis testing / rank | |||
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model selection | |||
| Property / zbMATH Keywords: model selection / rank | |||
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Revision as of 11:26, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for out of sample tests of Granger causality |
scientific article |
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Asymptotics for out of sample tests of Granger causality (English)
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23 September 2012
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Granger causality
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forecast evaluation
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hypothesis testing
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model selection
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