SZodixStudyAcademic Library
DashboardShelvesOpen accessMy libraryInboxNotesWriteLearnAlerts
More
Ask your libraryNotificationsQuick citeReview
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables
2 references·16 citing·43 second hop
Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables (2009)Granger Causality and Transfer Entropy Ar…Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Measurement of Linear Depende…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Cross-lagged panel networks (2025)Cross-lagged panel networks“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet (2020)“Small things matter most”: T…Measuring Integrated Information: Comparison of Candidate Measures in Theory and Simulation (2018)Measuring Integrated Informat…Measuring integrated information: comparison of \ncandidate measures in theory and simulation (2018)Measuring integrated informat…Entropy measures, entropy estimators, and their performance in quantifying complex dynamics: Effects of artifacts, nonstationarity, and long-range correlations (2017)Entropy measures, entropy est…Information Flows? A Critique of Transfer Entropies (2016)Information Flows? A Critique…Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets (2016)Information diffusion, cluste…Normalizing the causality between time series (2015)Normalizing the causality bet…Unraveling the cause-effect relation between time series (2014)Unraveling the cause-effect r…Spurious causalities with transfer entropy (2013)Spurious causalities with tra…Transfer Entropy Estimation and Directional Coupling Change Detection in Biomedical Time Series (2012)Transfer Entropy Estimation a…Transfer Entropy as a Log-Likelihood Ratio (2012)Transfer Entropy as a Log-Lik…The Relation between Granger Causality and Directed Information Theory: A Review (2012)The Relation between Granger …Quantifying causal coupling strength: A lag-specific measure for multivariate time series related to transfer entropy (2012)Quantifying causal coupling s…Practical Measures of Integrated Information for Time-Series Data (2011)Practical Measures of Integra…Causal density and integrated information as measures of conscious level (2011)Causal density and integrated…An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Causality detection based on information-theoretic approaches in time series analysis (2007)Multiscale Granger causality (2017)Normalized multivariate time series causality analysis and causal graph reconstruction (2021)MONEY, INCOME, AND CAUSALITY (1972)Comparing alternative tests of causality in temporal systems (1983)Consciousness and Complexity (1998)Energy consumption and economic growth nexus in Tanzania: An ARDL bounds testing approach (2008)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Measuring Integrated Information from the Decoding Perspective (2016)Consciousness and complexity: a consilience of evidence (2021)On Nonparametric Measures of Dependence for Random Variables (1981)Partial Mutual Information for Coupling Analysis of Multivariate Time Series (2007)Kernel Method for Nonlinear Granger Causality (2008)Unified functional network and nonlinear time series analysis for complex systems science: The pyunicorn package (2015)Information Decomposition in Multivariate Systems: Definitions, Implementation and Application to Cardiovascular Networks (2016)Transfer entropy between multivariate time series (2016)Elements of Forecasting (1997)Causation entropy identifies indirect influences, dominance of neighbors and anticipatory couplings (2013)The re‐emergence of “emergence”: A venerable concept in search of a theory (2002)Doing Data Science: Straight Talk from the Frontline (2013)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Testing for a Unit Root in Time Series Regression (1988)Modeling and forecasting commodity market volatility with long‐term economic and financial variables (2019)Temporal and spectral dependence between crude oil and agricultural commodities: A wavelet-based copula approach (2019)Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications (2021)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Approximate entropy as a measure of system complexity. (1991)Long memory processes and fractional integration in econometrics (1996)Twenty Years of Entropy Research: A Bibliometric Overview (2019)EntropyHub: An open-source toolkit for entropic time series analysis (2021)Fifty years of Shannon information theory in assessing the accuracy and agreement of diagnostic tests (2022)Society and the Adolescent Self-Image (1965)Evaluating Goodness-of-Fit Indexes for Testing Measurement Invariance (2002)qgraph : Network Visualizations of Relationships in Psychometric Data (2012)The longitudinal relationships between short video addiction and depressive symptoms: A cross-lagged panel network analysis (2023)A longitudinal examination of appraisal, coping, stress, and mental health in students: A cross‐lagged panel network analysis (2024)The longitudinal relationship between the achievement of successful aging and its influencing factors: a cross-lagged panel network analysis (2025)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 Methods22,971 cited
  • 1982Measurement of Linear Dependence and Feedback Between Multiple Time Series2,056 cited

Cited by

  • 2014Unraveling the cause-effect relation between time series412 cited
  • 2011Practical Measures of Integrated Information for Time-Series Data225 cited
  • 2025Cross-lagged panel networks225 cited
  • 2017Entropy measures, entropy estimators, and their performance in quantifying complex dynamics: Effects of artifacts, nonstationarity, and long-range correlations201 cited
  • 2015Normalizing the causality between time series166 cited
  • 2016Information Flows? A Critique of Transfer Entropies157 cited
  • 2016Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets149 cited
  • 2012Quantifying causal coupling strength: A lag-specific measure for multivariate time series related to transfer entropy148 cited
  • 2018Measuring Integrated Information: Comparison of Candidate Measures in Theory and Simulation145 cited
  • 2013Spurious causalities with transfer entropy143 cited
  • 2012Transfer Entropy as a Log-Likelihood Ratio138 cited
  • 2012The Relation between Granger Causality and Directed Information Theory: A Review

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

138 cited
  • 2011Causal density and integrated information as measures of conscious level130 cited
  • 2012Transfer Entropy Estimation and Directional Coupling Change Detection in Biomedical Time Series128 cited
  • 2020“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet126 cited
  • 2018Measuring integrated information: comparison of \ncandidate measures in theory and simulation114 cited