Multiscale Granger causality
Author:
Publisher
American Physical Society (APS)
Link
http://harvest.aps.org/v2/journals/articles/10.1103/PhysRevE.96.042150/fulltext
Reference44 articles.
1. Investigating Causal Relations by Econometric Models and Cross-spectral Methods
2. Measurement of Linear Dependence and Feedback between Multiple Time Series
3. Measures of Conditional Linear Dependence and Feedback between Time Series
4. Granger Causality and the Times Series Analysis of Political Relationships
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