Pages that link to "Item:Q5283191"

The following pages link to Investigating Causal Relations by Econometric Models and Cross-spectral Methods (Q5283191):

Displaying 50 items.

• A class of universal approximators of real continuous functions revisited (Q1623058) (← links)
• Extended causal modeling to assess partial directed coherence in multiple time series with significant instantaneous interactions (Q1631752) (← links)
• Information theoretic interpretation of frequency domain connectivity measures (Q1631768) (← links)
• Reconstruction of missing data in multivariate processes with applications to causality analysis (Q1637498) (← links)
• Super-exponential growth expectations and the global financial crisis (Q1657545) (← links)
• The macroeconomic and fiscal implications of inflation forecast errors (Q1657640) (← links)
• Improved GMM estimation of panel VAR models (Q1659117) (← links)
• A nonparametric approach to test for predictability (Q1672705) (← links)
• A maximum (non-extensive) entropy approach to equity options bid-ask spread (Q1673012) (← links)
• A constraint optimization approach to causal discovery from subsampled time series data (Q1678425) (← links)
• Tracking nonlinear correlation for complex dynamic systems using a windowed error reduction ratio method (Q1687461) (← links)
• Monitoring effective connectivity in the preterm brain: a graph approach to study maturation (Q1688129) (← links)
• Granger causality-based synaptic weights estimation for analyzing neuronal networks (Q1704884) (← links)
• Infragranular layers lead information flow during slow oscillations according to information directionality indicators (Q1704907) (← links)
• Studying the effective brain connectivity using multiregression dynamic models (Q1705546) (← links)
• Granger causality between vectors of time series: a puzzling property (Q1726702) (← links)
• Dynamic contagion of systemic risks on global main equity markets based on Granger causality networks (Q1727318) (← links)
• Measuring network systemic risk contributions: a leave-one-out approach (Q1734536) (← links)
• Stochastic reaction networks with input processes: analysis and application to gene expression inference (Q1737707) (← links)
• The windowed scalogram difference: a novel wavelet tool for comparing time series (Q1740010) (← links)
• Data-based prediction and causality inference of nonlinear dynamics (Q1741984) (← links)
• Reconstruction of network structures from marked point processes using multi-dimensional scaling (Q1783146) (← links)
• Comparing alternative tests of causality in temporal systems. Analytic results and experimental evidence (Q1836262) (← links)
• On the formulation of empirical models in dynamic econometrics (Q1837512) (← links)
• A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← links)
• Healthy, wealthy, and wise? Tests for direct causal paths between health and socioeconomic status. (With commentaries and responses) (Q1867750) (← links)
• On exchangeable, causal and cascading failures (Q1872607) (← links)
• Sharp filters for short sequences (Q1873101) (← links)
• An experiment on learning with limited information: nonconvergence, experimentation cascades, and the advantage of being slow. (Q1885437) (← links)
• On a causal analysis of economic time series (Q1900727) (← links)
• A causality-in-variance test and its application to financial market prices (Q1915462) (← links)
• Typologies of linear dynamic systems and models (Q1918124) (← links)
• Statistical mechanics of nonlinear nonequilibrium financial markets: Applications to optimized trading (Q1921091) (← links)
• A model-free characterization of causality (Q1929121) (← links)
• A Lagrange multiplier test for causality in variance (Q1929453) (← links)
• A time series analysis of economical phenomena in Japan's lost decade (1): determinacy property of the velocity of money and equilibrium solution (Q1934583) (← links)
• A discrete element study of settlement in vibrated granular layers: role of contact loss and acceleration (Q1937398) (← links)
• Phenotypic evolution studied by layered stochastic differential equations (Q1940000) (← links)
• Significance testing in quantile regression (Q1951105) (← links)
• Testing linear causality in mean when the number of estimated parameters is high (Q1952197) (← links)
• A fault prognosis strategy based on time-delayed digraph model and principal component analysis (Q1955372) (← links)
• On the Hsiao definition of non-causality (Q1978520) (← links)
• Demand forecasting of individual probability density functions with machine learning (Q1981937) (← links)
• Partial directed coherence: twenty years on some history and an appraisal (Q1981954) (← links)
• Causality between stopped filtrations and some applications (Q1982657) (← links)
• On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond (Q1994371) (← links)
• Reconstruction of ensembles of generalized van der Pol oscillators from vector time series (Q2000713) (← links)
• Modeling trading behavior in the Japanese stock market during QE tapering and post-QE exit (Q2011040) (← links)
• Detecting direct causality in multivariate time series: a comparative study (Q2025527) (← links)
• Application of time-delay multiscale symbolic phase compensated transfer entropy in analyzing cyclic alternating pattern (CAP) in sleep-related pathological data (Q2025574) (← links)