Granger Causality in Multivariate Time Series Using a Time-Ordered Restricted Vector Autoregressive Model (Q4618287)
From MaRDI portal
scientific article; zbMATH DE number 7014868
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Granger Causality in Multivariate Time Series Using a Time-Ordered Restricted Vector Autoregressive Model |
scientific article; zbMATH DE number 7014868 |
Statements
Granger Causality in Multivariate Time Series Using a Time-Ordered Restricted Vector Autoregressive Model (English)
0 references
7 February 2019
0 references
