NECESSARY AND SUFFICIENT CONDITIONS FOR CAUSALITY TESTING IN MULTIVARIATE ARMA MODELS (Q3947021): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Investigating Causal Relations by Econometric Models and Cross-spectral Methods / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5789658 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Causality in temporal systems. Characterizations and a Survey / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Multiple Time Series Analysis and the Final Form of Econometric Models / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Time series analysis and simultaneous equation econometric models / rank | |||
Normal rank | |||
Latest 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 |
Statements
NECESSARY AND SUFFICIENT CONDITIONS FOR CAUSALITY TESTING IN MULTIVARIATE ARMA MODELS (English)
0 references
1981
0 references
multivariate ARMA models
0 references
Granger causality
0 references
stationary multivariate time series
0 references
