Geometric and long run aspects of Granger causality (Q2512622)
From MaRDI portal
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
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
