Augmenting Granger Causality through continuous ordinal patterns-Reference-Cited by-同舟云学术

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Augmenting Granger Causality through continuous ordinal patterns

Published:2024-01 Issue: Volume:128 Page:107606
ISSN:1007-5704
Container-title:Communications in Nonlinear Science and Numerical Simulation
language:en
Short-container-title:Communications in Nonlinear Science and Numerical Simulation

Author:

Zanin Massimiliano^ORCID

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Numerical Analysis

Reference49 articles.

1. Causality and modern science;Bunge,2017

2. Causality, cointegration, and control;Granger;J Econom Dynam Control,1988

3. Causality;Pearl,2009

4. Investigating causal relations by econometric models and cross-spectral methods;Granger;Econometrica: J Econometric Soc,1969

5. Elements of forecasting;Diebold,1998

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