OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY
| Year of publication: |
2001
|
|---|---|
| Authors: | Chao, John ; Corradi, Valentina ; Swanson, Norman R. |
| Published in: |
Macroeconomic Dynamics. - Cambridge University Press. - Vol. 5.2001, 04, p. 598-620
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |