Asymptotics for out of sample tests of Granger causality

DOI10.1016/J.JECONOM.2006.07.020MaRDI QIDQ451271zbMATH OpenOpenAlexFDO

Authors Michael W. McCracken

Publication date 23 September 2012

Published in Lua error in package.lua at line 80: module 'SPARQL' not found. (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2006.07.020

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