Conditional Granger causality and partitioned Granger causality: differences and similarities (Q310161)
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scientific article; zbMATH DE number 6625163
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional Granger causality and partitioned Granger causality: differences and similarities |
scientific article; zbMATH DE number 6625163 |
Statements
Conditional Granger causality and partitioned Granger causality: differences and similarities (English)
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8 September 2016
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conditional Granger causality
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partitioned Granger causality
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multivariate autoregressive model
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