Granger causality and path diagrams for multivariate time series
暂无分享,去创建一个
[1] Jussi Tolvi,et al. Modeling Financial Time Series with S‐Plus , 2003 .
[2] Jiahui Wang,et al. Modeling Financial Time Series with S-PLUS® , 2003 .
[3] K. Hoover,et al. Searching for the Causal Structure of a Vector Autoregression , 2003 .
[4] T. Richardson. Markov Properties for Acyclic Directed Mixed Graphs , 2003 .
[5] Jean-Marie Dufour,et al. Short run and long run causality in time series , 2003 .
[6] J. Koster. Marginalizing and conditioning in graphical models , 2002 .
[7] K. Hoover. Causality in Macroeconomics , 2001 .
[8] D. Brillinger. Time series - data analysis and theory , 1981, Classics in applied mathematics.
[9] Steffen L. Lauritzen,et al. Complex Stochastic Systems , 2001 .
[10] Steffen L. Lauritzen,et al. Causal Inference from Graphical Models , 2001 .
[11] D. Cox,et al. Complex stochastic systems , 2000 .
[12] R. Dahlhaus. Graphical interaction models for multivariate time series1 , 2000 .
[13] Richard Scheines,et al. Causation, Prediction, and Search, Second Edition , 2000, Adaptive computation and machine learning.
[14] J. Koster. On the Validity of the Markov Interpretation of Path Diagrams of Gaussian Structural Equations Systems with Correlated Errors , 1999 .
[15] P. Spirtes,et al. Using Path Diagrams as a Structural Equation Modeling Tool , 1998 .
[16] Norman R. Swanson,et al. Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions , 1997 .
[17] Nanny Wermuth,et al. Multivariate Dependencies: Models, Analysis and Interpretation , 1996 .
[18] J. Pearl. Causal diagrams for empirical research , 1995 .
[19] Bong-Soo Lee,et al. Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation , 1992 .
[20] J. N. R. Jeffers,et al. Graphical Models in Applied Multivariate Statistics. , 1990 .
[21] P. Games. Correlation and Causation: A Logical Snafu , 1990 .
[22] Jean-Pierre Florens,et al. A Linear-theory for Noncausality , 1985 .
[23] John Geweke,et al. Inference and causality in economic time series models , 1984 .
[24] Richard Roll,et al. The Fiscal and Monetary Linkage between Stock Returns and Inflation , 1983 .
[25] E. Fama. Stock Returns, Real Activity, Inflation, and Money , 1981 .
[26] C. Sims,et al. Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered , 1980 .
[27] C. Sims. MACROECONOMICS AND REALITY , 1977 .
[28] A. Zellner. Causality and econometrics , 1979 .
[29] Yuzo Hosoya,et al. On the Granger Condition for Non-Causality , 1977 .
[30] Charles R. Nelson,et al. Inflation and Rates of Return on Common Stocks , 1976 .
[31] A. Goldberger. STRUCTURAL EQUATION METHODS IN THE SOCIAL SCIENCES , 1972 .
[32] C. Granger. Investigating causal relations by econometric models and cross-spectral methods , 1969 .
[33] S. Wright. The Method of Path Coefficients , 1934 .