Comparing How Python and R Estimate Granger-Causality in the Frequency Domain
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Publisher
Springer Nature Switzerland
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-53717-2_20
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3. Candelon, B., Hasse, J.-B.: Testing for causality between climate policies and carbon emissions reduction. Finance Res. Lett. 103878 (2023)
4. Faes, L., et al.: A new framework for the time-and frequency-domain assessment of high-order interactions in networks of random processes. IEEE Trans. Signal Process. 70, 5766–5777 (2022)
5. Geweke, J.-F.: Measurement of linear dependence and feedback between multiple time series. J. Am. Stat. Assoc. 77, 304–313 (1982)
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