Asymptotics for out of sample tests of Granger causality (Q451271)
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scientific article; zbMATH DE number 6085404
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asymptotics for out of sample tests of Granger causality |
scientific article; zbMATH DE number 6085404 |
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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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0.8408589959144592
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0.8167132139205933
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0.8088042736053467
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0.8088038563728333
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0.804705023765564
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