Granger type causality for nonlinear data
From MaRDI portal
Recommendations
Cited in
(19)- A non-parametric approach to non-linear causality testing
- A model-free characterization of causality
- Nonlinear Granger causality in the currency futures returns
- Modified Granger causality in selected neighborhoods
- Nonparametric estimation and inference for conditional density based Granger causality measures
- Analyzing multiple nonlinear time series with extended Granger causality
- Equivalence of Granger causality and transfer entropy: a generalization
- Granger causality
- Granger causality and structural causality in cross-section and panel data
- scientific article; zbMATH DE number 4072212 (Why is no real title available?)
- Linear and non-linear Granger causality between short-term and long-term interest rates: a rolling window strategy
- Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form
- Toda-Yamamoto approximation for the Granger causality analysis of climate attributes in Yogyakarta
- Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation
- Linear and nonlinear causality tests in an LSTAR model: wavelet decomposition in a nonlinear environment
- Influence of the choice of the model structure for working capacity of nonlinear Granger causality approach
- Multivariate linear and nonlinear causality tests
- Granger causality for circular variables
- Detecting causality in complex ecosystems
This page was built for publication: Granger type causality for nonlinear data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2844203)