Results 271 to 280 of about 88,646 (292)

Granger causality in tail

Granger causality plays a pivotal role in uncovering directional relationships among time-varying variables and enhancing decision-making in complex systems. While this notion gains heightened importance during extreme events in highly volatile periods,state-of-the-art methods primarily focus on causality within the body of the distribution.
openaire   +1 more source

A study of problems encountered in Granger causality analysis from a neuroscience perspective

Proceedings of the National Academy of Sciences of the United States of America, 2017
Patrick L Purdon
exaly  

The asymmetric Granger-causality analysis between energy consumption and income in the United States

Renewable and Sustainable Energy Reviews, 2014
Aviral Kumar Tiwari
exaly  

Testing for Granger-causality in quantiles

Econometric Reviews, 2018
Victor Emilio Troster
exaly  

Mapping directed influence over the brain using Granger causality and fMRI

NeuroImage, 2005
Alard Roebroeck, Elia Formisano, Rainer Goebel   +2 more
exaly  

Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach

Energy Economics, 2015
Lean Yu, Ling Tang
exaly  

Testing for Granger causality in heterogeneous mixed panels

Economic Modelling, 2011
Furkan Emirmahmutoglu, Nezir Köse
exaly  

Granger Causality

2005
openaire   +1 more source

Granger Causality

2015
openaire   +1 more source

Evaluating causal relations in neural systems: Granger causality, directed transfer function and statistical assessment of significance

Biological Cybernetics, 2001
Maciej J Kamiński, Mingzhou Ding, Steven L Bressler   +2 more
exaly