Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach

Author： Ashley Richard A.   Tsang Kwok Ping  

Publisher： MDPI

E-ISSN： 2225-1146|2|1|72-91

ISSN： 2225-1146

Source： Econometrics, Vol.2, Iss.1, 2014-03, pp. : 72-91

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