NECESSARY AND SUFFICIENT CONDITIONS FOR CAUSALITY TESTING IN MULTIVARIATE ARMA MODELS (Q3947021): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1981.tb00315.x / rank | |||
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| Property / OpenAlex ID: W1995282931 / rank | |||
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| Property / cites work: Investigating Causal Relations by Econometric Models and Cross-spectral Methods / rank | |||
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| Property / cites work: Q5789658 / rank | |||
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| Property / cites work: Causality in temporal systems. Characterizations and a Survey / rank | |||
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Revision as of 14:55, 13 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NECESSARY AND SUFFICIENT CONDITIONS FOR CAUSALITY TESTING IN MULTIVARIATE ARMA MODELS |
scientific article |
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NECESSARY AND SUFFICIENT CONDITIONS FOR CAUSALITY TESTING IN MULTIVARIATE ARMA MODELS (English)
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1981
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multivariate ARMA models
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Granger causality
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stationary multivariate time series
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