Keyword: Granger causality

Found 2 papers in total
Granger causality in a bivariate frame
Granger causality in a bivariate frame
1991,
The present article enounces two theorems which establish the equivalent conditions...
Granger’s causality in multivariate time series models
Granger’s causality in multivariate time series models
1991,
In this work two theorems, enunicated by the author with respect to the bivariate...
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