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Latest revision as of 08:44, 30 July 2024

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Trimmed Granger causality between two groups of time series
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    Trimmed Granger causality between two groups of time series (English)
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    12 November 2014
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    Granger causality
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    multivariate time series
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    vector autoregressive process
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    Wald test with constrained parameter spaces
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    multiple hypothesis testing
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    Lasso-penalized VAR approach
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