Multivariate Out-of-Sample Tests for Granger Causality
Year of publication: |
[2006]
|
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Authors: | Gelper, Sarah |
Other Persons: | Croux, Christophe (contributor) |
Publisher: |
[2006]: [S.l.] : SSRN |
Subject: | Kausalanalyse | Causality analysis | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis | Statistischer Test | Statistical test | Deutschland | Germany | Belgien | Belgium | Konsumentenverhalten | Consumer behaviour | Frankreich | France | Niederlande | Netherlands |
Extent: | 1 Online-Ressource (20 p) |
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Series: | K.U. Leuven KBI Working Paper ; No. 0602 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2006 erstellt |
Other identifiers: | 10.2139/ssrn.905213 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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