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Volumn , Issue , 2007, Pages 109-116

Causal reasoning in graphical time series models

Author keywords

[No Author keywords available]

Indexed keywords

CAUSAL REASONING; IDENTIFIABILITY; MULTIVARIATE TIME SERIES; TIME SERIES MODELS;

EID: 66549113461     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (36)

References (28)
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  • 9
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    • Graphical modelling of multivariate time series
    • To appear (arXiv.org:math/0610654)
    • Eichler, M. (2001). Graphical modelling of multivariate time series. To appear in Probability Theory and Related Fields. (arXiv.org:math/0610654).
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    • Eichler, M.1
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    • Graphical modelling of dynamic relationships in multivariate time series
    • M. Winterhalder, B. Schelter, J. Timmer (eds) Wiley-VCH, Berlin
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    • Eichler, M.1
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    • Florens, J.P.1    Mouchart, M.2
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    • Granger, C.W.J. (1969). Investigating causal relations by econometric models and cross-spectral methods. Econometrica, 37, pp. 424-438.
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