Representing conditional Granger causality by vector auto-regressive parameters (Q2282330)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representing conditional Granger causality by vector auto-regressive parameters |
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Representing conditional Granger causality by vector auto-regressive parameters (English)
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7 January 2020
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Granger causality
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VAR parameters
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approximation
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vector auto-regression (VAR) model
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