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Letter to the editor of Heliyon re: Grassmann, G. "New considerations on the validity of the Wiener-Granger causality test" [Heliyon 6 (2020) e05208]

. 2021 Sep ; 7 (9) : e07948. [epub] 20210910

Status PubMed-not-MEDLINE Language English Country Great Britain, England Media electronic-ecollection

Document type Journal Article

Links

PubMed 34568595
PubMed Central PMC8449176
DOI 10.1016/j.heliyon.2021.e07948
PII: S2405-8440(21)02051-X
Knihovny.cz E-resources

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Grassmann G. New considerations on the validity of the Wiener-Granger causality test. Heliyon. 2020;6 PubMed PMC

Granger C.W.J. Investigating causal relations by econometric models and cross-spectral methods. Econometrica. 1969;37:424–438.

Granger C.W.J. Testing for causality. A personal viewpoint. J. Econ. Dyn. Control. 1980;2:329–352.

Barnett L., Seth A.K. The MVGC multivariate Granger causality toolbox: a new approach to Granger-causal inference. J. Neurosci. Methods. 2014;223:50–68. PubMed

Casella G., Berger R.L. Duxbury; 2002. Statistical Inference.

Lütkepohl H. Springer-Verlag; 2005. New Introduction to Multiple Time Series Analysis.

Wiener N. Modern Mathematics for Engineers, Series 1. 1956. The theory of prediction. (Chapter 8)

Paluš M., Krakovská A., Jakubík J., Chvosteková M. Causality, dynamical systems and the arrow of time. Chaos. 2018;28 PubMed

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