A Linear Theory for Noncausality (Q3736787)
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scientific article; zbMATH DE number 3969975
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Linear Theory for Noncausality |
scientific article; zbMATH DE number 3969975 |
Statements
A Linear Theory for Noncausality (English)
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1985
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Granger-causality
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Sims-causality
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rational expectations
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different definitions of noncausality
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orthogonality
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Hilbert space of square integrable variables
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equivalence
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finite horizon noncausality
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0.8095216751098633
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0.8093169331550598
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0.8020164966583252
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0.7993354201316833
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