Multivariate out-of-sample tests for Granger causality
| Year of publication: |
2007
|
|---|---|
| Authors: | Gelper, Sarah ; Croux, Christophe |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2007, 7, p. 3319-3329
|
| Publisher: |
Elsevier |