Asymptotics for out of sample tests of Granger causality

Michael McCracken ()

Journal of Econometrics, 2007, vol. 140, issue 2, pages 719-752

Date: 2007
References: View references in EconPapers View complete reference list from CitEc
Citations View citations in EconPapers (122) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/B6VC0 ... fe158b1516bd30c35b1e
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:eee:econom:v:140:y:2007:i:2:p:719-752

Access Statistics for this article

Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

More articles in Journal of Econometrics from Elsevier
Series data maintained by Wendy Shamier ().