Title: Multivariate out-of-sample tests for Granger causality with an application to consumer confidence and retail sales
Authors: Gelper, Sarah
Croux, Christophe #
Issue Date: 2005
Host Document: 3rd World Conference on Computational Statistics & Data Analysis (CSDA 2005)
Conference: location:Limassol (Cyprus), Oct. 28-31
Publication status: published
KU Leuven publication type: IMa
Appears in Collections:Research Center for Operations Research and Business Statistics (ORSTAT), Leuven
# (joint) last author

Files in This Item:

There are no files associated with this item.


All items in Lirias are protected by copyright, with all rights reserved.