Causality in temporal systems. Characterizations and a Survey

DOI10.1016/0304-4076(77)90039-2MaRDI QIDQ1237341zbMATH OpenOpenAlexFDO

Authors David A. Pierce, Larry D. Haugh

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

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

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Cited in

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• NECESSARY AND SUFFICIENT CONDITIONS FOR CAUSALITY TESTING IN MULTIVARIATE ARMA MODELS
• MARGINALS OF MULTIVARIATE FIRST-ORDER AUTOREGRESSIVE TIME SERIES MODELS
• Granger causality and the sampling of economic processes
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