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Multiscale Granger causality

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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
2009Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables1,149 cited
1984Measures of Conditional Linear Dependence and Feedback Between Time Series769 cited
2014Unraveling the cause-effect relation between time series412 cited
1983Granger Causality and the Times Series Analysis of Political Relationships324 cited
2015Normalizing the causality between time series166 cited
2013Spurious causalities with transfer entropy143 cited
1991State space modeling of multiple time series116 cited
2007Mitigating the effects of measurement noise on Granger causality98 cited
2007Information transfer at multiple scales89 cited

Cited by

2020Information Transfer in Linear Multivariate Processes Assessed through Penalized Regression Techniques: Validation and Application to Physiological Networks65 cited

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