Investigating Causal Relations by Econometric Models and Cross-spectral Methods

DOI10.2307/1912791zbMATH Open1366.91115OpenAlexW2178225550WikidataQ55934618 ScholiaQ55934618MaRDI QIDQ5283191FDOQ5283191

Authors: Clive W. J. Granger 

Publication date: 20 July 2017

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912791

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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) Inference from stochastic processes and spectral analysis (62M15)

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• A vector autoregressive moving average time series approach for describing asymmetries of antennal control of two millipede species

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