Granger causality and path diagrams for multivariate time series

Journal of Econometrics

Volumn 137, Issue 2, 2007, Pages 334-353

  Eichler, Michael ^a  

^a UNIVERSITY OF CHICAGO   (United States)

Author keywords

Causal inference; Granger causality; Graphical models; Multivariate time series; Spurious causality

Indexed keywords

GRAPHIC METHODS; MATHEMATICAL MODELS; REGRESSION ANALYSIS; STATISTICAL METHODS;

GRANGER CAUSALITY; GRAPHICAL MODELS; MULTIVARIATE TIME SERIES; PATH DIAGRAMS; VARIABLES;

TIME SERIES ANALYSIS;

EID: 33847242530     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.06.032     Document Type: Article

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