Asymptotics for out of sample tests of Granger causality
type: Item
instance of: scholarly article
title: Asymptotics for out of sample tests of Granger causality
zbMATH Open document ID: 1247.91150
author: Michael W. McCracken
published in: Journal of Econometrics
publication date: 2012-09-23T00:00:00Z
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6085404
zbMATH Keywords: Granger causality
zbMATH Keywords: forecast evaluation
zbMATH Keywords: hypothesis testing
zbMATH Keywords: model selection
MaRDI profile type: Publication
full work available at URL: j.jeconom.2006.07.020
OpenAlex ID: W2038845560
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DOI: 10.1016/J.JECONOM.2006.07.020
description: scientific article; zbMATH DE number 6085404