Geometric and long run aspects of Granger causality (Q2512622): Difference between revisions

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Latest revision as of 21:35, 8 July 2024

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Geometric and long run aspects of Granger causality
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    Geometric and long run aspects of Granger causality (English)
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    7 August 2014
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    Granger causality
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    long run Granger causality
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    \(L^2\)-mean-reversion
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    \(\rho\)-mixing
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    cointegration
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    VARMA
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    controllability
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    Kalman decomposition
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    linear rational expectations
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