Reliability of the Granger causality inference
How to characterize information flows in physical, biological, and social systems remains a major theoretical challenge. Granger causality (GC) analysis has been widely used to investigate information flow through causal interactions. We address one of the central questions in GC analysis, that is,...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
IOP Publishing
2014-01-01
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| Series: | New Journal of Physics |
| Subjects: | |
| Online Access: | https://doi.org/10.1088/1367-2630/16/4/043016 |