Causality in temporal systems. Characterizations and a Survey

DOI10.1016/0304-4076(77)90039-2zbMath0355.62077OpenAlexW1519062167MaRDI QIDQ1237341

Larry D. Haugh, David A. Pierce

Publication date: 1977

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(77)90039-2

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Prediction theory (aspects of stochastic processes) (60G25)

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