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Spurious causalities with transfer entropy

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References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
1977Time Series Analysis: Forecasting and Control19,200 cited
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1980Testing for causality1,747 cited
2009Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables1,149 cited
2007Causality detection based on information-theoretic approaches in time series analysis804 cited
2008Symbolic Transfer Entropy596 cited
2002Information transfer in continuous processes366 cited
2012Escaping the Curse of Dimensionality in Estimating Multivariate Transfer Entropy346 cited
2007Directionality of coupling from bivariate time series: How to avoid false causalities and missed connections267 cited
1971Discrete Approximations to Continuous Time Distributed Lags in Econometrics172 cited

Cited by

2015Estimating the decomposition of predictive information in multivariate systems110 cited
2017Multiscale Granger causality76 cited

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