Asymptotics for out of sample tests of Granger causality
From MaRDI portal
Publication:451271
DOI10.1016/j.jeconom.2006.07.020zbMath1247.91150MaRDI QIDQ451271
Publication date: 23 September 2012
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.07.020
91B84: Economic time series analysis
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