Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Kernel Method for Nonlinear Granger Causality

2 references·11 citing·30 second hop

FromToDepth

this work references cited by second hop

References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
2007Causality detection based on information-theoretic approaches in time series analysis804 cited

Cited by

2012Escaping the Curse of Dimensionality in Estimating Multivariate Transfer Entropy346 cited
2012Quantifying causal coupling strength: A lag-specific measure for multivariate time series related to transfer entropy148 cited
2010Multivariate linear and nonlinear causality tests118 cited
2013Simulation Study of Direct Causality Measures in Multivariate Time Series103 cited
2014Synergy and redundancy in the Granger causal analysis of dynamical networks91 cited
2014Synergy and redundancy in the Granger causal analysis of dynamical networks86 cited
2012Expanding the transfer entropy to identify information circuits in complex systems84 cited
2011Multivariate causality tests with simulation and application44 cited
2021Data Science for Economics and Finance42 cited
2020Measuring Granger Causality in Quantiles35 cited
2021INVESTOR SENTIMENT CONNECTEDNESS: EVIDENCE FROM LINEAR AND NONLINEAR CAUSALITY APPROACHES30 cited

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