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Large-scale nonlinear Granger causality for inferring directed dependence from short multivariate time-series data
10 references·0 citing·39 second hop
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods23,139 cited
  • 1997A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting20,503 cited
  • 1980Testing for causality1,747 cited
  • 1956Rank Correlation Methods.1,609 cited
  • 2009Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables1,171 cited
  • 1984Measures of Conditional Linear Dependence and Feedback Between Time Series769 cited
  • 2016Complex network analysis of time series301 cited
  • 2004Granger causality and information flow in multivariate processes258 cited
  • 2015Network structure of multivariate time series253 cited
  • 2009Nonlinear Dynamics in Economics, Finance and Social Sciences42 cited

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