Economic processes involving feedback

DOI10.1016/S0019-9958(63)90092-5MaRDI QIDQ5736654zbMATH OpenOpenAlexFDO

Authors Clive W. J. Granger

Publication date 1963

Published in Information and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0019-9958(63)90092-5

zbMATH Keywords

operations research

Cited in

(24)

• Multivariate subset autoregressive modelling with zero constraints for detecting 'overall causality'
• Identifiability of MIMO linear dynamic systems operating in closed loop
• A non-parametric approach to non-linear causality testing
• Inference on one-way effect and evidence in Japanese macroeconomic data
• Consistency analysis of some closed-loop subspace identification methods
• A basic reference state suitable for anomaly-coupled ocean-atmosphere climate models
• Granger causality from quantized measurements
• Granger-causality inference in the presence of gaps: an equidistant missing-data problem for non-synchronous recorded time series data
• Robust causality test of infinite variance processes
• The role of vector autoregressive modeling in predictor-based subspace identification
• Statistical causality for multivariate nonlinear time series via Gaussian process models
• Assessing causality in brain dynamics and cardiovascular control
• Representations of jointly stationary stochastic feedback processes†
• State-space analysis of Granger-Geweke causality measures with application to fMRI
• Adversarial orthogonal regression: two non-linear regressions for causal inference
• Explicit construction of the minimum error variance estimator for stochastic LTI-ss systems
• Relating the network graphs of state-space representations to Granger causality conditions
• Identification of directed interactions in networks
• Measuring information transfer between nodes in a brain network through spectral transfer entropy
• On the spectral formulation of Granger causality
• On the identifiability of errors-in-variables models with white measurement errors
• The relation between Granger causality and directed information theory: a review
• The decomposition and measurement of the interdependency between second- order stationary processes
• On Wiener-Granger causality, information and canonical correlation

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