<--- Back to Details
| First Page | Document Content | |
|---|---|---|
 Date: 2011-02-16 07:48:14Statistical tests Cointegration Granger causality Unit root Vector autoregression Autoregressive conditional heteroskedasticity Causality Heteroscedasticity Economic model Statistics Time series analysis Econometrics |
| MVAR Causality Simulations Guidelines for the use of multivariate Granger causalityDocID: 1uTGM - View Document |
| This article appeared in a journal published by Elsevier. The attached copy is furnished to the author for internal non-commercial research and education use, including for instruction at the authors institution and sharDocID: 1q5T7 - View Document |
| Microsoft Word - slides.docxDocID: 1q1EA - View Document |
| IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 61, NO. 12, DECEMBERDirected Information Graphs Christopher J. Quinn, Negar Kiyavash, Senior Member, IEEE, and Todd P. Coleman, Senior Member, IEEEDocID: 1pFB7 - View Document |
| INVITED PAPER Dynamic and Succinct Statistical Analysis of Neuroscience DataDocID: 1piUO - View Document |