Pages that link to "Item:Q5283191"
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The following pages link to Investigating Causal Relations by Econometric Models and Cross-spectral Methods (Q5283191):
Displaying 50 items.
- Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (Q127928) (← links)
- Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise (Q143154) (← links)
- On entropy, entropy-like quantities, and applications (Q256893) (← links)
- Subsampling vector autoregressive tests of linear constraints (Q261882) (← links)
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- The stochastic system approach for estimating dynamic treatments effect (Q269758) (← links)
- Causality analysis of futures sugar prices in Zhengzhou based on graphical models for multivariate time series (Q272810) (← links)
- Searching multiregression dynamic models of resting-state fMRI networks using integer programming (Q273610) (← links)
- Granger causality and path diagrams for multivariate time series (Q276915) (← links)
- Simulation study of direct causality measures in multivariate time series (Q280447) (← links)
- Multivariate conditional Granger causality analysis for lagged response of soil respiration in a temperate forest (Q280639) (← links)
- Statistical mechanics and information-theoretic perspectives on complexity in the Earth system (Q280718) (← links)
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
- Granger causality and the sampling of economic processes (Q291700) (← links)
- Short run and long run causality in time series: inference (Q291702) (← links)
- Testing for short- and long-run causality: a frequency-domain approach (Q291704) (← links)
- Non-causality in bivariate binary time series (Q291706) (← links)
- Nonresponse in dynamic panel data models (Q291712) (← links)
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
- Time-series estimation of the effects of natural experiments (Q291869) (← links)
- An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
- Transfer entropy expressions for a class of non-Gaussian distributions (Q294280) (← links)
- Granger causality in risk and detection of extreme risk spillover between financial markets (Q302200) (← links)
- Conditional Granger causality and partitioned Granger causality: differences and similarities (Q310161) (← links)
- Inference and testing on the boundary in extended constant conditional correlation GARCH models (Q341884) (← links)
- Measuring frequency domain Granger causality for multiple blocks of interacting time series (Q353890) (← links)
- A novel method for the identification of synchronization effects in multichannel ECoG with an application to epilepsy (Q353892) (← links)
- Modeling and forecasting electricity spot prices: a functional data perspective (Q386743) (← links)
- A new approach to model financial markets (Q394485) (← links)
- Mathematical issues in the inference of causal interactions among multichannel neural signals (Q410983) (← links)
- Graphical models for multivariate Markov chains (Q413752) (← links)
- Measuring connectivity in linear multivariate processes: definitions, interpretation, and practical analysis (Q428187) (← links)
- Causal information approach to partial conditioning in multivariate data sets (Q428232) (← links)
- Statistical analysis of single-trial Granger causality spectra (Q428297) (← links)
- Graphical modelling of multivariate time series (Q438963) (← links)
- The relationship between budgetary expenditure and economic growth in Poland (Q441045) (← links)
- Causality with finite horizon of the past in continuous time (Q449370) (← links)
- Statistical causality and orthogonality of local martingales (Q449392) (← links)
- Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean (Q452998) (← links)
- How the statistical validation of functional connectivity patterns can prevent erroneous definition of small-world properties of a brain connectivity network (Q454614) (← links)
- Effects of spike sorting error on the Granger causality index (Q461168) (← links)
- Trimmed Granger causality between two groups of time series (Q470487) (← links)
- Taming animal spirits: risk management with behavioural factors (Q470654) (← links)
- Did speculative activities contribute to high crude oil prices during 1993 to 2008? (Q473047) (← links)
- Quantification of interaction in multiloop control systems using directed spectral decomposition (Q490540) (← links)
- Sparse plus low rank network identification: a nonparametric approach (Q503197) (← links)
- Effective transfer entropy approach to information flow between exchange rates and stock markets (Q506675) (← links)
- Choosing the optimal model parameters for Granger causality in application to time series with main timescale (Q508875) (← links)
- Conditional Markov chains: properties, construction and structured dependence (Q516008) (← links)
- Data based identification and prediction of nonlinear and complex dynamical systems (Q521774) (← links)
