Network Granger causality with inherent grouping structure

Journal of Machine Learning Research

Volumn 16, Issue , 2015, Pages 417-453

  Basu, Sumanta ^a   Shojaie, Ali ^b   Michailidis, George ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

^b UNIVERSITY OF WASHINGTON   (United States)

Author keywords

Granger causality; Group lasso; High dimensional networks; Panel vector autoregression model; Thresholding

Indexed keywords

ECONOMICS; REGRESSION ANALYSIS; STATISTICS;

GRANGER CAUSALITY; GROUP LASSOS; HIGH DIMENSIONAL NETWORKS; THRESHOLDING; VECTOR AUTOREGRESSION MODELS;

STATISTICAL TESTS;

EID: 84930636355     PISSN: 15324435     EISSN: 15337928     Source Type: Journal    
DOI: None     Document Type: Article

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