A new test of multivariate nonlinear causality

The multivariate nonlinear Granger causality developed by Bai et al. (2010) (Mathematics and Computers in simulation. 2010; 81: 5-17) plays an important role in detecting the dynamic interrelationships between two groups of variables. Following the idea of Hiemstra-Jones (HJ) test proposed by Hiemst...

Descripción completa

Detalles Bibliográficos
Autores principales: Bai, Zhidong, Hui, Yongchang, Jiang, Dandan, Lv, Zhihui, Wong, Wing-Keung, Zheng, Shurong
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2018
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5755758/
https://www.ncbi.nlm.nih.gov/pubmed/29304085
http://dx.doi.org/10.1371/journal.pone.0185155

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5755758/
https://www.ncbi.nlm.nih.gov/pubmed/29304085
http://dx.doi.org/10.1371/journal.pone.0185155

Ejemplares similares