On the Sensitivity of Granger Causality to Errors-In-Variables, Linear Transformations and Subsampling
Citation
Anderson, B, Diestler, M & Dufour, J 2019, 'On the Sensitivity of Granger Causality to Errors-In-Variables, Linear Transformations and Subsampling', Journal of Time Series Analysis, vol. 40, no. 1, pp. 102-123.Year
2019ANU Authors
Field of Research
- Stochastic Analysis And Modelling