Multivariate density forecast evaluation and nonparametric Granger causality testing

Open Access
Authors
Supervisors
Cosupervisors
  • D.J.C. van Dijk
Award date 27-03-2018
ISBN
  • 978-90-3610-487-6
Number of pages 136
Organisations
  • Faculty of Economics and Business (FEB)
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type PhD thesis
Note This book is no. 711 of the Tinbergen Institute Research Series.
Language English
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