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Granger causality and information flow in multivariate processes
2 references·16 citing·29 second hop
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods23,139 cited
  • 1980Testing for causality1,747 cited

Cited by

  • 2005Assessing causality from multivariate time series133 cited
  • 2013Simulation Study of Direct Causality Measures in Multivariate Time Series103 cited
  • 2007Mitigating the effects of measurement noise on Granger causality98 cited
  • 2007Information transfer at multiple scales89 cited
  • 2012Expanding the transfer entropy to identify information circuits in complex systems84 cited
  • 2021Large-scale nonlinear Granger causality for inferring directed dependence from short multivariate time-series data76 cited
  • 2006Nonlinear parametric model for Granger causality of time series72 cited
  • 2015Identifying changes in EEG information transfer during drowsy driving by transfer entropy65 cited
  • 2010Fronto-parietal regulation of media violence exposure in adolescents: a multi-method study59 cited
  • 2019Evaluation of Granger Causality Measures for Constructing Networks from Multivariate Time Series53 cited
  • 2021Predictive Coding Over the Lifespan: Increased Reliance on Perceptual Priors in Older Adults—A Magnetoencephalography and Dynamic Causal Modeling Study49 cited
  • 2023Explainable concept drift in process mining

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41 cited
  • 2020Network structures and idiosyncratic contagion in the European sovereign credit default swap market40 cited
  • 2018Aesthetic Highlight Detection in Movies Based on Synchronization of Spectators’ Reactions40 cited
  • 2016Altered patterns of directed connectivity within the reading network of dyslexic children and their relation to reading dysfluency39 cited
  • 2006Granger causality and contiguity between stochastic processes9 cited