Temporal aggregation and spurious instantaneous causality in multiple time series models (Q3440771)
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scientific article; zbMATH DE number 5158763
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| default for all languages | No label defined |
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| English | Temporal aggregation and spurious instantaneous causality in multiple time series models |
scientific article; zbMATH DE number 5158763 |
Statements
Temporal aggregation and spurious instantaneous causality in multiple time series models (English)
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29 May 2007
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multiple time series model
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vector autoregression
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temporal aggregation
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causality
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0.8522682189941406
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0.8519220948219299
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0.8496754765510559
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0.8469700217247009
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0.7943233847618103
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