Granger-causality in multiple time series (Q1162337): Difference between revisions

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Revision as of 09:02, 20 March 2024

scientific article
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English
Granger-causality in multiple time series
scientific article

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    Granger-causality in multiple time series (English)
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    1981
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    autoregressive models
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    tests of causality
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    constrained estimation
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