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Validity of Time Reversal for Testing Granger Causality.

Irene WinklerDanny PankninDaniel BartzKlaus-Robert MüllerStefan Haufe
Published in: IEEE Trans. Signal Process. (2016)
Keyphrases
  • granger causality
  • multivariate time series
  • impulse response
  • error correction
  • causal relationships
  • electricity consumption