Results 31 to 40 of about 35,628 (301)
Redundant variables and Granger causality [PDF]
Physical Review E, 2010 4 pages, 5 figures.
ANGELINI, Leonardo +5 more
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THE ROLE OF RELIGIOUS TOURISM IN SUSTAINABLE DEVELOPMENT IN SAUDI ARABIA: EVIDENCE FROM QUANTILE NON-CAUSALITY TEST [PDF]
Geo Journal of Tourism and Geosites, 2019 This paper empirically examines the role of religious tourism in sustainable development to the projection of Saudi Arabia 2030. This study observes the causal relationship between hajj pilgrims and economic growth in the KSA by conducting a quantile ...
Mohamed Bilel TRIKI
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Correntropy based Granger causality [PDF]
2008 IEEE International Conference on Acoustics, Speech and Signal Processing, 2008 We propose a novel nonlinear extension to Granger causality. It is derived from a nonlinear mapping of a stochastic process using the recently introduced generalized correlation measure called correntropy. The method is demonstrated by detecting the direction of coupling in a chaotic system where the original Granger causality failed.
Il Park 0002, José Carlos Príncipe
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A Pitfall in Using the Characterization of Granger Non-Causality in Vector Autoregressive Models
Econometrics, 2015 It is well known that in a vector autoregressive (VAR) model Granger non-causality is characterized by a set of restrictions on the VAR coefficients. This characterization has been derived under the assumption of non-singularity of the covariance matrix ...
Umberto Triacca
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Attention-dependent modulation of cortical taste circuits revealed by granger causality with signal-dependent noise [PDF]
, 2013 We show, for the first time, that in cortical areas, for example the insular, orbitofrontal, and lateral prefrontal cortex, there is signal-dependent noise in the fMRI blood-oxygen level dependent (BOLD) time series, with the variance of the noise ...
Luo, Qiang +15 more
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BOLD Granger causality reflects vascular anatomy. [PDF]
PLoS ONE, 2013 A number of studies have tried to exploit subtle phase differences in BOLD time series to resolve the order of sequential activation of brain regions, or more generally the ability of signal in one region to predict subsequent signal in another region ...
J Taylor Webb +3 more
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Designing Bivariate Auto-Regressive Timeseries with Controlled Granger Causality
Entropy, 2021 In this manuscript, we analyze a bivariate vector auto-regressive (VAR) model in order to draw the design principle of a timeseries with a controlled statistical inter-relationship.
Shohei Hidaka, Takuma Torii
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Meta-Granger Causality Testing [PDF]
SSRN Electronic Journal, 2015 Understanding the (causal) mechanisms at work is important for formulating evidence-based policy. But evidence from observational studies is often inconclusive with many studies finding conflicting results. In small to moderately sized samples, the outcome of Granger causality testing heavily depends on the lag length chosen for the underlying vector ...
Stephan B. Bruns, David I. Stern
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CommoditiesThe article analyzes the Granger-based causal relationship between two major crude oil markets, namely Brent and West Texas Intermediate (WTI), by using the standard vector autoregression (VAR) framework.
Salim Lahmiri
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On the Validity of Granger Causality for Ecological Count Time Series
EconometricsKnowledge of causal relationships is fundamental for understanding the dynamic mechanisms of ecological systems. To detect such relationships from multivariate time series, Granger causality, an idea first developed in econometrics, has been formulated ...
Konstantinos G. Papaspyropoulos +1 more
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