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Asymptotics for out of sample tests of Granger causality

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  • McCracken, Michael W.

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  • McCracken, Michael W., 2007. "Asymptotics for out of sample tests of Granger causality," Journal of Econometrics, Elsevier, vol. 140(2), pages 719-752, October.
    • Handle: RePEc:eee:econom:v:140:y:2007:i:2:p:719-752
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