Trimmed Granger causality between two groups of time series (Q470487): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:41, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trimmed Granger causality between two groups of time series |
scientific article |
Statements
Trimmed Granger causality between two groups of time series (English)
0 references
12 November 2014
0 references
Granger causality
0 references
multivariate time series
0 references
vector autoregressive process
0 references
Wald test with constrained parameter spaces
0 references
multiple hypothesis testing
0 references
Lasso-penalized VAR approach
0 references
