Results 51 to 60 of about 284,614 (340)

Testing subspace Granger causality [PDF]

open access: yesEconometrics and Statistics, 2019
Abstract The methodology of multivariate Granger non-causality testing at various horizons is extended to allow for inference on its directionality. Empirical manifestations of these subspaces are presented and useful interpretations for them are provided.
openaire   +4 more sources

Smarter Sensors Through Machine Learning: Historical Insights and Emerging Trends across Sensor Technologies

open access: yesAdvanced Functional Materials, EarlyView.
This review highlights how machine learning (ML) algorithms are employed to enhance sensor performance, focusing on gas and physical sensors such as haptic and strain devices. By addressing current bottlenecks and enabling simultaneous improvement of multiple metrics, these approaches pave the way toward next‐generation, real‐world sensor applications.
Kichul Lee   +17 more
wiley   +1 more source

New Insights into Signed Path Coefficient Granger Causality Analysis

open access: yesFrontiers in Neuroinformatics, 2016
Granger causality analysis, as a time series analysis technique derived from econometrics, has been applied in an ever-increasing number of publications in the field of neuroscience, including fMRI, EEG/MEG, and fNIRS. The present study mainly focuses on
Jian Zhang   +3 more
doaj   +1 more source

Economic policy and confidence of economic agents – a causal relationship?

open access: yesReview of Economic Perspectives, 2020
The purpose of this paper is to study whether innovations in monetary and fiscal policy are a leading indicator of future business and consumer confidence and reverse applying the panel Granger causality analysis to two periods in the history of the euro
Dajčman Silvo
doaj   +1 more source

Meta‐GWAS of Pig Semen Quality Traits Reveals Conserved Genes Regulating Mammalian Fertility

open access: yesAdvanced Science, EarlyView.
This study incorporated 14 210 individuals to perform a GWAS meta‐analysis of six semen quality traits. The GWAS meta‐analysis identifies 234 GWAS loci associated with semen quality traits. The incorporation with a functional genomics resource explains potential genetic regulation of ∼40% GWAS signals underlying semen quality traits.
Qing Lin   +26 more
wiley   +1 more source

Granger causality in the frequency domain: derivation and applications [PDF]

open access: yesRevista Brasileira de Ensino de Física
Physicists are starting to work in areas where noisy signal analysis is required. In these fields, such as Economics, Neuroscience, and Physics, the notion of causality should be interpreted as a statistical measure.
Vinicius Lima   +6 more
doaj   +2 more sources

High frequency multiscale relationships among major cryptocurrencies: portfolio management implications

open access: yesFinancial Innovation, 2021
This paper examines the high frequency multiscale relationships and nonlinear multiscale causality between Bitcoin, Ethereum, Monero, Dash, Ripple, and Litecoin. We apply nonlinear Granger causality and rolling window wavelet correlation (RWCC) to 15 min—
Walid Mensi   +4 more
doaj   +1 more source

Granger-Causality in Markov Switching Models [PDF]

open access: yesSSRN Electronic Journal, 2006
In this paper we propose a new parametrisation of transition probabilities that allows us to characterize and test Granger-causality in Markov switching models by means of an appropriate specification of the transition matrix. Test for independence are also provided. We illustrate our methodology with an empirical application.
BILLIO, Monica, DI SANZO S.
openaire   +3 more sources

Modern and Ancient Genomes Reveal Neolithic Paternal Expansions of Millet and Rice Farmers and Demic Diffusion from China into Mainland Southeast Asia

open access: yesAdvanced Science, EarlyView.
This study clarifies the genetic patterns of paternal lineages across East Asia and Mainland Southeast Asia. Han populations are relatively homogeneous, whereas southern ethnolinguistic minorities display regional structures. Shared Y‐chromosome lineages indicate Neolithic expansions and extensive north‐south gene flow, supporting demic diffusion ...
Yunhui Liu   +15 more
wiley   +1 more source

How Do the Global Stock Markets Influence One Another? Evidence from Finance Big Data and Granger Causality Directed Network

open access: yesInternational Journal of Electronic Commerce, 2019
The recent financial network analysis approach reveals that the topologies of financial markets have an important influence on market dynamics. However, the majority of existing Finance Big Data networks are built as undirected networks without ...
Yong Tang   +3 more
semanticscholar   +1 more source

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