Investigating Causal Relations by Econometric Models and Cross-spectral Methods
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Publication:5283191
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Cited in
(only showing first 100 items - show all)- scientific article; zbMATH DE number 3926034 (Why is no real title available?)
- Measuring Granger Causality in Quantiles
- Measuring Nonlinear Granger Causality in Mean
- An automated financial indices-processing scheme for classifying market liquidity regimes
- A new approach to model financial markets
- Is a subspace containing a splitting subspace a splitting subspace?
- Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market
- Causal discovery in heavy-tailed models
- Complex systems: features, similarity and connectivity
- Filtering response directions
- Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction
- Causality indices for bivariate time series data: a comparative review of performance
- On entropy, entropy-like quantities, and applications
- A new statistic and practical guidelines for nonparametric Granger causality testing
- Spectra of large time-lagged correlation matrices from random matrix theory
- An axiomatic measure of one-way quantum information
- Coupling in complex systems as information transfer across time scales
- Causality between stopped filtrations and some applications
- Examining the impact on mortality arising from climate change: important findings for the insurance industry
- Lag‐augmented two‐ and three‐stage least squares estimators for integrated structural dynamic models
- The measurement of economic relationships.
- Variable targeting and reduction in large vector autoregressions with applications to workforce indicators
- Temporal causal inference with time lag
- Tests of Granger causality by the selection of the orders of a bivariate autoregressive model
- CONDITIONING IN DYNAMIC MODELS
- Measures of conditional dependence for nonlinearity, asymmetry and beyond
- Noise robust approach to reconstruction of van der Pol-like oscillators and its application to Granger causality
- THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL
- Dynamical ergodicity DDA reveals causal structure in time series
- A framework for causal discovery in non-intervenable systems
- Manufacturing investment-performance causality in the UK clothing industry
- Effective network inference through multivariate information transfer estimation
- Estimation of causal effects using linear non-Gaussian causal models with hidden variables
- The extended Granger causality analysis for Hodgkin-Huxley neuronal models
- NECESSARY AND SUFFICIENT CONDITIONS FOR CAUSALITY TESTING IN MULTIVARIATE ARMA MODELS
- Local Whittle estimation of high-dimensional long-run variance and precision matrices
- Dynamic contagion of systemic risks on global main equity markets based on Granger causality networks
- Subsampling vector autoregressive tests of linear constraints
- A bootstrap causality test for covariance stationary processes
- Further analysis of spurious causality
- A wavelet filtering based analysis of macroeconomic indicators: the Indian evidence
- Detecting causality using symmetry transformations
- Brexit and foreign exchange market expectations: could it have been predicted?
- Convergence and interdependence between ASEAN-5 stock markets
- Incremental causal network construction over event streams
- MARGINALS OF MULTIVARIATE FIRST-ORDER AUTOREGRESSIVE TIME SERIES MODELS
- Causality tests and conditional heteroskedasticity: Monte Carlo evidence
- Healthy, wealthy, and wise? Tests for direct causal paths between health and socioeconomic status. (With commentaries and responses)
- Inference on local causality and tests of non-causality in time series
- On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond
- Modeling the price side of econometric models. An analysis of the underlying hypotheses
- Flexible bivariate INGARCH process with a broad range of contemporaneous correlation
- Clean energy consumption and economic growth in China: a time-varying analysis
- Semiparametric Analysis of Case Series Data
- Entropic regression with neurologically motivated applications
- A non-parametric approach to non-linear causality testing
- Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models
- Estimating the interaction graph of stochastic neuronal dynamics by observing only pairs of neurons
- Phenotypic evolution studied by layered stochastic differential equations
- Statistical causality and separable processes
- The copula directional dependence by stochastic volatility models
- Determining the MSE-optimal cross section to forecast
- Mathematical issues in the inference of causal interactions among multichannel neural signals
- Measuring network systemic risk contributions: a leave-one-out approach
- NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS
- Foreign trade survey data: do they help in forecasting exports and imports?
- AUTOMATIC INFERENCE OF THE CONTEMPORANEOUS CAUSAL ORDER OF A SYSTEM OF EQUATIONS
- A multivariate distance nonlinear causality test based on partial distance correlation: a machine learning application to energy futures
- Phase-based causality analysis with partial mutual information from mixed embedding
- A coupled statistical and deterministic model for forecasting climate-driven dengue incidence in Selangor, Malaysia
- Modeling brain information flow dynamics with multidimensional fuzzy inference systems
- Time-series forecasting using manifold learning, radial basis function interpolation, and geometric harmonics
- Graphical methods, inductive causal inference, and econometrics: a literature review
- The stochastic system approach for estimating dynamic treatments effect
- Causality analysis of futures sugar prices in Zhengzhou based on graphical models for multivariate time series
- Searching multiregression dynamic models of resting-state fMRI networks using integer programming
- Granger causality and path diagrams for multivariate time series
- Cardiovascular and cardiorespiratory coupling analyses: a review
- Inflation and bitcoin: a descriptive time-series analysis
- The analysis of seasonal economic models
- Variance (Non) Causality in Multivariate GARCH
- Dynamic models for estimating the effect of HAART on CD4 in observational studies: Application to the Aquitaine Cohort and the Swiss HIV Cohort Study
- Quantitative estimation of the presence of cause-and-effect relations in a sequence of observation results
- Vine copula specifications for stationary multivariate Markov chains
- Stochastic reaction networks with input processes: analysis and application to gene expression inference
- Data-based prediction and causality inference of nonlinear dynamics
- On the evaluation of information flow in multivariate systems by the directed transfer function
- Feedback, causality and distance between ARMA models.
- Quantitative analysis of directional strengths in jointly stationary linear multivariate processes
- Time to enter and business cycles
- Reconstruction of ensembles of generalized van der Pol oscillators from vector time series
- Causal inference for structural equations: with an application to wage-price spiral
- The decomposition and measurement of the interdependency between second- order stationary processes
- Causal stability and synchronization
- Granger causality using Jacobian in neural networks
- Parametric and nonparametric regression in the presence of endogenous control variables
- Invariant causal prediction for sequential data
- Dynamic network reconstruction from heterogeneous datasets
- Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
- Sparse plus low rank network identification: a nonparametric approach
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