Results 251 to 260 of about 20,987 (303)

Landscape-socioeconomic feedback mechanisms in Sichuan's river basins. [PDF]

iScience
Shen R, Shu S, Wang Y, Tian Y, Chen W.
europepmc   +1 more source

Testing for Granger Causality between Corruption and Governance

, 2016
Keita, Kouramoudou, Laurila, Hannu
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Granger’s Causality Tests between GNP and Exports

Asian Studies, 1991
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Testing for Granger's Full Causality

The Review of Economics and Statistics, 1992
A procedure is proposed to test for the existence of a fully causal relationship between two variables. The method involves contrasting the probabilistic forecasting performance of a univariate and bivariate specification for the same variable Y. If there exists some theory or belief that X causes Y, and the addition of a variable X to the information ...
Covey, Ted, Bessler, David A
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Surrogate-based test for Granger causality

2003 IEEE XIII Workshop on Neural Networks for Signal Processing (IEEE Cat. No.03TH8718), 2003
An approach for testing the presence of Granger causality between two time series is proposed. The residue of the destination signal after self-prediction is computed, after which a cross-prediction of the source signal over this residue is examined. In the absence of causality, there should be no cross-predictive power, due to which the performance of
Temujin Gautama, Marc M. Van Hulle
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OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY

Macroeconomic Dynamics, 2001
Clive W.J. Granger has summarized his personal viewpoint on testing for causality in numerous articles over the past 30 years and has outlined what he considers to be a useful operational version of his original definition of Granger causality, which he notes is partially alluded to in the Ph.D. dissertation of Norbert Wiener.
Chao, John, Corradi, Valentina, Swanson, Norman R.   +2 more
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Testing for time-varying Granger causality

The Stata Journal: Promoting communications on statistics and Stata, 2022
The concept of Granger causality is an important tool in applied macroeconomics. Recently, recursive econometric methods have been developed to analyze the temporal stability of Granger-causal relationships. This article offers an implementation of these recursive procedures in Stata. An empirical example illustrates their use in analyzing the temporal
Christopher F. Baum, Stan Hurn, Jesús Otero   +2 more
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Statistical Tests for Detecting Granger Causality

IEEE Transactions on Signal Processing, 2018
Detection of a causal relationship between two or more sets of data is an important problem across various scientific disciplines. The Granger causality index and its derivatives are important metrics developed and used for this purpose. However, the test statistics based on these metrics ignore the effect of practical measurement impairments such as ...
Ribhu Chopra, Chandra Ramabhadra Murthy, Govindan Rangarajan   +2 more
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A note on tests of Granger causality

Applied Economics, 1984
(1984). A note on tests of Granger causality. Applied Economics: Vol. 16, No. 3, pp. 335-342.
D. A. Bessler, J. L. Kling
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