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

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q3993534 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-strong mixing autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3136877 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A canonical analysis of multiple time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time series: theory and methods. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Short Run and Long Run Causality in Time Series: Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Short and long run causality measures: theory and inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: Granger causality and path diagrams for multivariate time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exogeneity / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Note on Noncausality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3713477 / rank
 
Normal rank
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: Q4840212 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039983 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Unit canonical correlations between future and past / rank
 
Normal rank
Property / cites work
 
Property / cites work: Matrix Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: The decomposition and measurement of the interdependency between second- order stationary processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Elimination of Third-series Effect and Defining Partial Measures of Causality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood-Based Inference in Cointegrated Vector Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fast projection methods for minimal design problems in linear system theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear transformations of vector ARMA processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5291733 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Wiener-Granger causality, information and canonical correlation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long‐Memory Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3651576 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4128467 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2754859 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate reduced-rank regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving linear rational expectations models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Granger-causality in multiple time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reduced rank models for multiple time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Granger causality, exogeneity, cointegration, and economic policy analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for Long-Run Granger Non-Causality in Cointegrated Systems / rank
 
Normal rank

Latest revision as of 20:35, 8 July 2024

scientific article
Language Label Description Also known as
English
Geometric and long run aspects of Granger causality
scientific article

    Statements

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

    Identifiers