On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling

Brian D.O. Anderson, Manfred Deistler, Jean‐Marie Dufour

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DOI: 10.1111/jtsa.12430
Published: 2018-09-23
Container: Journal of Time Series Analysis
Publisher: Wiley
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1111/jtsa.12430,
  title = {On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling},
  author = {Brian D.O. Anderson and Manfred Deistler and Jean‐Marie Dufour},
  year = {2018},
  journal = {Journal of Time Series Analysis},
  doi = {10.1111/jtsa.12430},
  url = {https://doi.org/10.1111/jtsa.12430}
}

RIS

TY  - JOUR
TI  - On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling
AU  - Brian D.O. Anderson
AU  - Manfred Deistler
AU  - Jean‐Marie Dufour
PY  - 2018
JO  - Journal of Time Series Analysis
DO  - 10.1111/jtsa.12430
UR  - https://doi.org/10.1111/jtsa.12430
ER  -

APA

Anderson, B. D., Deistler, M., & Dufour, J. (2018). On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling. Journal of Time Series Analysis. https://doi.org/10.1111/jtsa.12430

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crossref · retrieved 2026-09-24T20:03:52.393Z