Asymptotics for out of sample tests of Granger causality (Q451271)
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scientific article; zbMATH DE number 6085404
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| 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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