scientific article; zbMATH DE number 3942882

MaRDI QIDQ3713477zbMATH OpenFDO

Authors John Geweke

Publication date 1984

zbMATH Keywords

asymptotic distribution theoryCausal orderingsCausalitycomparison of testsdeterministic processesexogeneitymultivariate methodsnon- autoregressive processesnon-stationary processesparameterization problemwide sense stationary multiple time series

Mathematics Subject Classification ID

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

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(28)

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• The in-principle inconclusiveness of causal evidence in macroeconomics
• Factor double autoregressive models with application to simultaneous causality testing
• Geometric and long run aspects of Granger causality
• Causal inference in econometrics
• Granger causality and path diagrams for multivariate time series
• Editorial: Causality and exogeneity in econometrics
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• Non-causality in bivariate binary time series
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• The extended Granger causality analysis for Hodgkin-Huxley neuronal models
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Causality and Exogeneity in Non-stationary Economic Time Series
• A computational approach to finding causal economic laws
• Consistent causal inference from time series with PC algorithm and its time-aware extension
• Causality indices for bivariate time series data: a comparative review of performance
• Identifying temporal pathways using biomarkers in the presence of latent non-Gaussian components
• Time, frequency, and time-varying Granger-causality measures in neuroscience
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