![]() |
@article{DBLP:journals/csda/GelperC07,
author = {Sarah Gelper and
Christophe Croux},
title = {Multivariate out-of-sample tests for Granger causality},
journal = {Computational Statistics {\&} Data Analysis},
volume = {51},
number = {7},
year = {2007},
pages = {3319-3329},
ee = {http://dx.doi.org/10.1016/j.csda.2006.09.021},
bibsource = {DBLP, http://dblp.uni-trier.de}
}
Copyright © 2007-04-17 by Michael Ley (ley@uni-trier.de)