Stability of singular spectrum analysis and causality in time series
The concept of causality has been widely studied in econometrics and statistics since 1969, when C. J. Granger published his paper "Investigating causal relations by econometric models and cross-spectral methods". The intuitive basis for his definition of causality is the following: time s...
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Cardiff University
2013
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.585280 |