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~isPartOf:"Journal of econometrics"
~person:"McCracken, Michael W."
~person:"Taamouti, Abderrahim"
~source:"econis"
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McCracken, Michael W.
Taamouti, Abderrahim
White, Halbert
5
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4
Clark, Todd E.
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Journal of econometrics
Working papers / Economics Series / Department of Economics, Universidad Carlos III de Madrid
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Saved in:
2
Short and long run causality measures : theory and inference
Dufour, Jean-Marie
;
Taamouti, Abderrahim
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 42-58
Persistent link: https://www.econbiz.de/10003931784
Saved in:
3
Asymptotics for out of sample tests of Granger causility
McCracken, Michael W.
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 719-752
Persistent link: https://www.econbiz.de/10003569958
Saved in:
4
The power of tests of predictive ability in the presence of structural breaks
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10002439348
Saved in:
5
Tests of equal forecast accuracy and encompassing for nested models
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 85-110
Persistent link: https://www.econbiz.de/10001617146
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