Causality and separability

DOI10.1016/j.spl.2014.12.018zbMath1396.62117OpenAlexW2030375820MaRDI QIDQ2344859

Umberto Triacca, Eric Renault

Publication date: 18 May 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.12.018

zbMATH Keywords

time seriesseparabilitycausality

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20) Economic time series analysis (91B84)

Related Items (1)

Granger causality between vectors of time series: a puzzling property

Cites Work

• Unnamed Item
• Granger causality and path diagrams for multivariate time series
• On two definitions of identification
• Short Run and Long Run Causality in Time Series: Theory
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods

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