Multivariate out-of-sample tests for Granger causality (Q1019966)
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scientific article; zbMATH DE number 5559482
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate out-of-sample tests for Granger causality |
scientific article; zbMATH DE number 5559482 |
Statements
Multivariate out-of-sample tests for Granger causality (English)
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29 May 2009
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consumer sentiment
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Granger causality
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multivariate time series
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out-of-sample tests
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0.96368563
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0.9364126
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0.91726327
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0.9170722
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0.9041112
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0.89909756
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0.8967783
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