The following pages link to On spurious Granger causality (Q5958408):
Displaying 9 items.
- Asymptotics for out of sample tests of Granger causality (Q451271) (← links)
- Aggregation over time, error correction models and Granger causality: (Q671688) (← links)
- Further analysis of spurious causality (Q960364) (← links)
- Detecting serial dependence in tail events: a test dual to the BDS test (Q1927313) (← links)
- Tail Granger causalities and where to find them: extreme risk spillovers vs spurious linkages (Q2246755) (← links)
- Spurious Granger causalities in integrated autoregressive moving average processes (Q2862627) (← links)
- On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling (Q3120662) (← links)
- Granger Causality Test in the Presence of Spillover Effects (Q3652744) (← links)
- Partial unit root and surplus-lag Granger causality testing: A Monte Carlo simulation study (Q4606471) (← links)