Local Lead-Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis.

Håkon Otneim Geir Drage Berentsen Dag Tjøstheim

Published in: Entropy (2022)

Keyphrases

granger causality
causal relationships
multivariate time series
impulse response
error correction
electricity consumption
causal models
functional connectivity
bayesian networks
standard deviation
autoregressive
categorical data