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Volumn 201, Issue 2, 2011, Pages 404-419

Behaviour of Granger causality under filtering: Theoretical invariance and practical application

Author keywords

Digital filtering; Granger causality; Time series analysis; Vector autoregressive modelling

Indexed keywords

ARTICLE; ARTIFACT; CAUSAL ATTRIBUTION; CAUSAL MODELING; DATA ANALYSIS; PRIORITY JOURNAL; STATISTICAL ANALYSIS;

EID: 80053212789     PISSN: 01650270     EISSN: 1872678X     Source Type: Journal    
DOI: 10.1016/j.jneumeth.2011.08.010     Document Type: Article
Times cited : (146)

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