On Wiener-Granger causality, information and canonical correlation
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Cites work
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- Calculation of the amount of information about a random function contained in another such function
- Causality in temporal systems. Characterizations and a Survey
- Comparing alternative tests of causality in temporal systems. Analytic results and experimental evidence
- Economic processes involving feedback
- Feedback between stationary stochastic processes
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
- Measurement of Linear Dependence and Feedback Between Multiple Time Series
Cited in
(5)- Geometric and long run aspects of Granger causality
- Causality measure of nonstationary processes by wavelets
- Multivariate subset autoregressive modelling with zero constraints for detecting 'overall causality'
- scientific article; zbMATH DE number 3874450 (Why is no real title available?)
- Short and long run causality measures: theory and inference
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