Geometric and long run aspects of Granger causality (Q2512622)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometric and long run aspects of Granger causality |
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Geometric and long run aspects of Granger causality (English)
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7 August 2014
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Granger causality
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long run Granger causality
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\(L^2\)-mean-reversion
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\(\rho\)-mixing
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cointegration
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VARMA
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controllability
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Kalman decomposition
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linear rational expectations
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