SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Nonlinear parametric model for Granger causality of time series
4 references·1 citing·18 second hop
Nonlinear parametric model for Granger causality of time series (2006)Nonlinear parametric model for Granger ca…Assessing causality from multivariate time series (2005)Assessing causality from mult…Granger causality and information flow in multivariate processes (2004)Granger causality and informa…Causality between the measured and underground economies in New Zealand (1997)Causality between the measure…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Evaluation of Granger Causality Measures for Constructing Networks from Multivariate Time Series (2019)Evaluation of Granger Causali…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Canadian underground and measured economies: Granger causality results (2002)Shadow Economies of 145 Countries all over the World: What do we really know? (2005)The Tax Gap: A Methodological Review (2012)Testing for causality (1980)Mitigating the effects of measurement noise on Granger causality (2007)Simulation Study of Direct Causality Measures in Multivariate Time Series (2013)Time series prediction: Forecasting the future and understanding the past (1994)Information transfer in continuous processes (2002)Cross-correlation of long-range correlated series (2009)Estimating the decomposition of predictive information in multivariate systems (2015)Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Measures of Conditional Linear Dependence and Feedback Between Time Series (1984)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
this work references cited by second hop

References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods23,139 cited
  • 2004Granger causality and information flow in multivariate processes258 cited
  • 2005Assessing causality from multivariate time series133 cited
  • 1997Causality between the measured and underground economies in New Zealand107 cited

Cited by

  • 2019Evaluation of Granger Causality Measures for Constructing Networks from Multivariate Time Series53 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work