A note on in-sample and out-of-sample tests for granger causality

Journal of Forecasting

Volumn 24, Issue 6, 2005, Pages 453-464

  Chen, Shiu Sheng ^a  

^a NATIONAL TAIWAN UNIVERSITY   (Taiwan)

Author keywords

Forecast accuracy; Granger causality; Out of sample forecast

Indexed keywords

COMPUTER SIMULATION; DATA ACQUISITION; INVESTMENTS; MONTE CARLO METHODS;

DOMESTIC INVESTMENTS; FORECAST ACCURACY; GRANGER CAUSALITY; OUT-OF-SAMPLE FORECAST;

FORECASTING;

EID: 25444474145     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.960     Document Type: Article

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