On the Sensitivity of Granger Causality to Errors-In-Variables, Linear Transformations and Subsampling
Anderson, Brian D.O., Deistler, Manfred, Dufour, Jean-MarieLanguage:
english
Journal:
Journal of Time Series Analysis
DOI:
10.1111/jtsa.12430
Date:
September, 2018
File:
PDF, 233 KB
english, 2018