On the Sensitivity of Grang... - Researchers

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

2019

ANU Authors

Professor Brian Anderson

Field of Research

Stochastic Analysis And Modelling

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