Title of article
Multivariate out-of-sample tests for Granger causality
Author/Authors
Sarah Gelper، نويسنده , , Christophe Croux، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
11
From page
3319
To page
3329
Keywords
Consumer sentiment , Multivariate time series , Out-of-sample tests , Granger causality
Journal title
Computational Statistics and Data Analysis
Serial Year
2007
Journal title
Computational Statistics and Data Analysis
Record number
145308
Link To Document