Results 61 to 70 of about 88,646 (292)
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, Jose C. Principe
openaire +1 more source
Did the Indian Green Revolution Change the Farm Size–Productivity Relationship?
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT We examine the relationship between farm size and productivity during India's Green Revolution, a period of rapid technological transformation. Using a unique panel of over 5000 Indian farm households that spans the Green Revolution (1971–1999), we show that the classic (linear) inverse farm size–productivity relationship gradually evolved ...
Rabail Chandio, Leah E. M. Bevis
wiley +1 more source
ON THE CAUSAL LINKS BETWEEN FOREIGN DIRECT INVESTMENT AND ECONOMIC GROWTH IN NIGERIA, 1970-2008: AN APPLICATION OF GRANGER CAUSLITY AND CO-INTEGRATION TECHNIQUES [PDF]
Revista Română de Statistică, 2010 This paper examines the causal links between foreign direct investment and economic growth in Nigeria during the period 1970-2008. The authors employed the Granger causality and Johansen co-integration techniques to analyze the relationship and direction
Abdullahi USMAN +2 more
doaj
Testing for Spectral Granger Causality [PDF]
The Stata Journal: Promoting communications on statistics and Stata, 2015 In this article, I introduce a command (bcgcausality) to implement Breitung and Candelon's (2006, Journal of Econometrics, 132: 363–378) Granger causality test in the frequency domain.
openaire +2 more sources
Measuring Nonlinear Granger Causality in Mean [PDF]
Journal of Business & Economic Statistics, 2017 We propose model-free measures for Granger causality in mean between random variables. Unlike the existing measures, ours are able to detect and quantify nonlinear causal effects. The new measures are based on nonparametric regressions and defined as logarithmic functions of restricted and unrestricted mean square forecast errors.
Song, X., Taamouti, A.
openaire +2 more sources
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Understanding how policy instruments with overlapping goals interact is crucial for leveraging their synergies. This study explores the mechanisms for regional nature parks (a form of protected areas that impose no restrictions on agriculture) to enhance the adoption of biodiversity‐conserving agri‐environment schemes (AES) in Switzerland ...
Yanbing Wang +3 more
wiley +1 more source
Frontiers in Psychiatry, 2020 BackgroundNumerous studies have confirmed that long-term shift work is not only associated with increased health problems and acute impact on safety but also with impaired cognitive abilities.
Yanzhe Ning +6 more
doaj +1 more source
Analysis of granger causality between daily and monthly temperatures of water and air, as illustrated with the example of Noteć river [PDF]
Acta Scientiarum Polonorum. Formatio Circumiectus, 2018 The study presents the results obtained following the analysis of the so-called Granger causality between daily and monthly temperatures of air and water for the period 1987–2013 carried out for the Noteć river and its two main tributaries: Drawa and ...
Renata Graf
doaj +1 more source
Markets Mitigate Land‐Use Competition From Energy Crops and Increase Farm Revenues
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Meeting the US Sustainable Aviation Fuel Grand Challenge target of 35 billion gal annually by 2050 will require an estimated 380 million–700 million dry tons of agricultural biomass feedstock. This study evaluates the implications of large‐scale biomass production for land use, crop production, and market outcomes under mature market ...
Daniel G. De La Torre Ugarte +2 more
wiley +1 more source
Nonlinear connectivity by Granger causality
NeuroImage, 2011 The communication among neuronal populations, reflected by transient synchronous activity, is the mechanism underlying the information processing in the brain. Although it is widely assumed that the interactions among those populations (i.e. functional connectivity) are highly nonlinear, the amount of nonlinear information transmission and its ...
Sebastiano Stramaglia +4 more
openaire +4 more sources