articleJournal of EconometricsAug 31, 2006Closed access

Asymptotics for out of sample tests of Granger causality

MWMichael W. McCracken

Federal Reserve Board of Governors · Federal Reserve

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Topics & keywords

Topics
Keywords
  • Econometrics
  • Granger causality
  • Statistic
  • Monte Carlo method
  • Mathematics
  • Inflation (cosmology)
  • Statistics
  • Test statistic
UN Sustainable Development Goals
  • Decent work and economic growth
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