scientific article; zbMATH DE number 3942882
zbMATH Open0587.62197MaRDI QIDQ3713477FDOQ3713477
Authors: John Geweke 
Publication date: 1984
Title of this publication is not available (Why is that?)
Recommendations
asymptotic distribution theoryexogeneitynon-stationary processesCausalitycomparison of testsmultivariate methodsdeterministic processesCausal orderingsnon- autoregressive processesparameterization problemwide sense stationary multiple time series
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)
Cited In (26)
- The extended Granger causality analysis for Hodgkin-Huxley neuronal models
- Healthy, wealthy, and wise? Tests for direct causal paths between health and socioeconomic status. (With commentaries and responses)
- Whitening as a tool for estimating mutual information in spatiotemporal data sets
- Granger causality and path diagrams for multivariate time series
- Data-based prediction and causality inference of nonlinear dynamics
- A Bayesian analysis of exogeneity in models pooling time-series and cross-sectional data
- Geometric and long run aspects of Granger causality
- Editorial: Causality and exogeneity in econometrics
- Non-causality in bivariate binary time series
- Short run and long run causality in time series: inference
- Causality and Exogeneity in Non-stationary Economic Time Series
- A computational approach to finding causal economic laws
- Title not available (Why is that?)
- Extracting informative variables in the validation of two-group causal relationship
- Multivariate subset autoregressive modelling with zero constraints for detecting 'overall causality'
- Causal reasoning and explanation in dynamic economic systems
- The in-principle inconclusiveness of causal evidence in macroeconomics
- On the sensitivity of Granger causality to errors-in-variables, linear transformations and subsampling
- Trimmed Granger causality between two groups of time series
- Consistent causal inference from time series with PC algorithm and its time-aware extension
- Causal inference in econometrics
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
- Identification of linear stochastic models with covariance restrictions
- Factor double autoregressive models with application to simultaneous causality testing
- Causality indices for bivariate time series data: a comparative review of performance
- Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3713477)
