"Multivariate out-of-sample tests for Granger causality."

Sarah Gelper, Christophe Croux (2007)

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DOI: 10.1016/J.CSDA.2006.09.021

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type: Journal Article

metadata version: 2024-10-06

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Sarah Gelper, Christophe Croux:
Multivariate out-of-sample tests for Granger causality. Comput. Stat. Data Anal. 51(7): 3319-3329 (2007)

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