Asymptotics for out of sample tests of Granger causality (Q451271)

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Asymptotics for out of sample tests of Granger causality
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    title
    Asymptotics for out of sample tests of Granger causality (English)
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    publication date
    23 September 2012
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    zbMATH DE Number
    6085404
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    zbMATH Keywords
    Granger causality
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    forecast evaluation
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    hypothesis testing
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    model selection
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