Pages that link to "Item:Q451271"
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The following pages link to Asymptotics for out of sample tests of Granger causality (Q451271):
Displayed 7 items.
- A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← links)
- Stock prices-inflation puzzle and the predictability of stock market returns (Q1929032) (← links)
- A predictability test for a small number of nested models (Q2451812) (← links)
- Evaluating Direct Multistep Forecasts (Q5719300) (← links)
- Short-horizon return predictability and oil prices (Q5745653) (← links)
- Tests of equal forecast accuracy and encompassing for nested models (Q5952027) (← links)
- Predictive ability with cointegrated variables (Q5952956) (← links)