Asymptotics for out of sample tests of Granger causality (Q451271): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91B84 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| 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 | |||
Revision as of 10:26, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for out of sample tests of Granger causality |
scientific article |
Statements
Asymptotics for out of sample tests of Granger causality (English)
0 references
23 September 2012
0 references
Granger causality
0 references
forecast evaluation
0 references
hypothesis testing
0 references
model selection
0 references
