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
Keywords :
Consumer sentiment , Multivariate time series , Out-of-sample tests , Granger causality
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
