Causal inference from time series: What can be learned from granger causality?
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Bibliographic InfoPaper provided by Maastricht University in its series Open Access publications from Maastricht University with number urn:nbn:nl:ui:27-13834.
Date of creation: 2008
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- Eichler, Michael, 2005. "A graphical approach for evaluating effective connectivity in neural systems," Open Access publications from Maastricht University urn:nbn:nl:ui:27-13753, Maastricht University.
- Thomas Richardson, 2003. "Markov Properties for Acyclic Directed Mixed Graphs," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association, vol. 30(1), pages 145-157.
- Florens, Jean-Pierre & Mouchart, Michel, 1985. "A Linear Theory for Noncausality," Econometrica, Econometric Society, vol. 53(1), pages 157-75, January.
- Eichler, Michael, 2006. "Graphical modelling of dynamic relationships in multivariate time series," Open Access publications from Maastricht University urn:nbn:nl:ui:27-13757, Maastricht University.
- Eichler, Michael, 2007.
"Granger causality and path diagrams for multivariate time series,"
Journal of Econometrics,
Elsevier, vol. 137(2), pages 334-353, April.
- Eichler, Michael, 2007. "Granger causality and path diagrams for multivariate time series," Open Access publications from Maastricht University urn:nbn:nl:ui:27-13782, Maastricht University.
- Eichler, Michael & Didelez, Vanessa, 2009. "On Granger-causality and the effect of interventions in time series," Research Memoranda 003, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
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