Multivariate Out-of-Sample Tests for Granger Causality

Sarah Gelper, C Croux

Research output: Contribution to journalArticleAcademicpeer-review

26 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)3319-3329
Number of pages11
JournalComputational Statistics & Data Analysis
Volume51
DOIs
Publication statusPublished - 2007
Externally publishedYes

Research programs

  • EUR ESE 31

Cite this