Granger-causality in multiple time series (Q1162337)
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scientific article; zbMATH DE number 3755717
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Granger-causality in multiple time series |
scientific article; zbMATH DE number 3755717 |
Statements
Granger-causality in multiple time series (English)
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1981
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autoregressive models
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tests of causality
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constrained estimation
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