Multivariate out-of-sample tests for Granger causality
Copyright policy )Multivariate out-of-sample tests for Granger causality
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- Université Catholique de Louvain Belgium
- KU Leuven Belgium
- Katholieke Universiteit Leuven Belgium
- Université Libre de Bruxelles Belgium
Technology, Statistics & Probability, ACCURACY, forecast, Graphical methods in statistics, out-of-sample tests, granger causality, 1403 Econometrics, consumption, hypothesis tests, 0802 Computation Theory and Mathematics, Science & Technology, accuracy, multivariate time series, Consumer behavior, demand theory, 0104 Statistics, CONSUMPTION, FORECAST, 4905 Statistics, Time series, auto-correlation, regression, etc. in statistics (GARCH), consumer sentiment, 3802 Econometrics, consumer sentiments, Physical Sciences, Computer Science, HYPOTHESIS TESTS, Granger causality, Computer Science, Interdisciplinary Applications, Hypothesis testing in multivariate analysis, Mathematics
Technology, Statistics & Probability, ACCURACY, forecast, Graphical methods in statistics, out-of-sample tests, granger causality, 1403 Econometrics, consumption, hypothesis tests, 0802 Computation Theory and Mathematics, Science & Technology, accuracy, multivariate time series, Consumer behavior, demand theory, 0104 Statistics, CONSUMPTION, FORECAST, 4905 Statistics, Time series, auto-correlation, regression, etc. in statistics (GARCH), consumer sentiment, 3802 Econometrics, consumer sentiments, Physical Sciences, Computer Science, HYPOTHESIS TESTS, Granger causality, Computer Science, Interdisciplinary Applications, Hypothesis testing in multivariate analysis, Mathematics
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