Gotowa bibliografia na temat „Granger causality”
Utwórz poprawne odniesienie w stylach APA, MLA, Chicago, Harvard i wielu innych
Zobacz listy aktualnych artykułów, książek, rozpraw, streszczeń i innych źródeł naukowych na temat „Granger causality”.
Przycisk „Dodaj do bibliografii” jest dostępny obok każdej pracy w bibliografii. Użyj go – a my automatycznie utworzymy odniesienie bibliograficzne do wybranej pracy w stylu cytowania, którego potrzebujesz: APA, MLA, Harvard, Chicago, Vancouver itp.
Możesz również pobrać pełny tekst publikacji naukowej w formacie „.pdf” i przeczytać adnotację do pracy online, jeśli odpowiednie parametry są dostępne w metadanych.
Artykuły w czasopismach na temat "Granger causality"
Seth, Anil. "Granger causality". Scholarpedia 2, nr 7 (2007): 1667. http://dx.doi.org/10.4249/scholarpedia.1667.
Pełny tekst źródłaFriston, Karl J., André M. Bastos, Ashwini Oswal, Bernadette van Wijk, Craig Richter i Vladimir Litvak. "Granger causality revisited". NeuroImage 101 (listopad 2014): 796–808. http://dx.doi.org/10.1016/j.neuroimage.2014.06.062.
Pełny tekst źródłaMalekpour, Sheida, i William A. Sethares. "Conditional Granger causality and partitioned Granger causality: differences and similarities". Biological Cybernetics 109, nr 6 (16.10.2015): 627–37. http://dx.doi.org/10.1007/s00422-015-0665-3.
Pełny tekst źródłaHe, Zonglu, i Koichi Maekawa. "On spurious Granger causality". Economics Letters 73, nr 3 (grudzień 2001): 307–13. http://dx.doi.org/10.1016/s0165-1765(01)00498-0.
Pełny tekst źródłaAl-Sadoon, Majid M. "Testing subspace Granger causality". Econometrics and Statistics 9 (styczeń 2019): 42–61. http://dx.doi.org/10.1016/j.ecosta.2017.08.003.
Pełny tekst źródłaAhmadi, Salman, Girish N. Nair i Erik Weyer. "Granger causality from quantized measurements". Automatica 142 (sierpień 2022): 110371. http://dx.doi.org/10.1016/j.automatica.2022.110371.
Pełny tekst źródłaElsner, James B. "Granger causality and Atlantic hurricanes". Tellus A: Dynamic Meteorology and Oceanography 59, nr 4 (1.01.2007): 476–85. http://dx.doi.org/10.1111/j.1600-0870.2007.00244.x.
Pełny tekst źródłaTastan, Hüseyin. "Testing for Spectral Granger Causality". Stata Journal: Promoting communications on statistics and Stata 15, nr 4 (grudzień 2015): 1157–66. http://dx.doi.org/10.1177/1536867x1501500411.
Pełny tekst źródłaAngelini, Leonardo, Mario Pellicoro i Sebastiano Stramaglia. "Granger causality for circular variables". Physics Letters A 373, nr 29 (czerwiec 2009): 2467–70. http://dx.doi.org/10.1016/j.physleta.2009.05.009.
Pełny tekst źródłaGranderson, Gerald, i Carl Linvill. "Regulation, efficiency, and Granger causality". International Journal of Industrial Organization 20, nr 9 (listopad 2002): 1225–45. http://dx.doi.org/10.1016/s0167-7187(01)00094-7.
Pełny tekst źródłaRozprawy doktorskie na temat "Granger causality"
AZEVEDO, RONALDO. "GRANGER CAUSALITY IN TIME SERIES". PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 1991. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=8782@1.
Pełny tekst źródłaNeste trabalho fazemos uma revisita à causalidade no sentido de Granger aplicada à s Séries Temporais bivariadas no domÃnio do tempo e da freqüência. Um programa computacional foi escrito usando a linguagem Pascal para, testando casos reais e simulados, construir modelos de causalidade/feedback, que são então analisados no ambiente espectral, com ênfase maior à discussão da coerência e da fase de causalidade.
In this work causality in the sense defined by Granger is revisited. Applications to bivariante temporal systems in time domain and frequency-domain were analysed, using a computer program written in Pascal. After this, spectral methods were developed, with special emphasis on phase and causality-coerence.
Zou, Cunlu. "Applications of Granger causality to biological data". Thesis, University of Warwick, 2010. http://wrap.warwick.ac.uk/35694/.
Pełny tekst źródłaStokes, Patrick A. "Fundamental problems in Granger causality analysis of neuroscience data". Thesis, Massachusetts Institute of Technology, 2015. http://hdl.handle.net/1721.1/97828.
Pełny tekst źródłaCataloged from PDF version of thesis.
Includes bibliographical references (pages 111-115).
Granger causality methods analyze the flow of information between time series. The Geweke measure of Granger causality (GG-causality) has been widely applied in neuroscience because its frequency-domain and conditional forms appear well-suited to highly-multivariate oscillatory data. In this work, I analyze the statistical and structural properties of GG-causality in the context of neuroscience data analysis. 1. I analyze simulated examples and derive analytical expressions to demonstrate how computational problems arise in current methods of estimating conditional GG-causality. I show that the use of separate full and reduced models in the computation leads to either large biases or large uncertainties in the causality estimates, and high sensitivity to uncertainties in model parameter estimates, producing spurious peaks, valleys, and even negative values in the frequency domain. 2. I formulate a method of correctly computing GG-causality that resolves the above computational problems. 3. I analyze how generative system properties and frequency structure map into GG-causality to demonstrate deeper conceptual pitfalls: (a) I use simulated examples and derive analytical expressions to show that GG-causality is independent of the receiver dynamics, particularly the magnitude of response, which is counter-intuitive to physical notions of causality. (b) Overall, GG-causality combines transmitter and channel dynamics in a way that cannot be disentangled without evaluating the component dynamics of the full model estimate. 4. I discuss relevant concepts from causality analyses in other fields to better place causality analysis in a modeling and system identification framework. The computational uncertainties in GG-causality estimates make the interpretation of frequency-domain structure highly problematic. Even if these computational issues are overcome, correct interpretation of the GG-causality values is still challenging and could be easily misinterpreted without careful consideration of the component dynamics of the full model estimate. Through this work, I provide conceptual clarification of GG-causality and place it in the broader framework of modeling and system analysis, which may enable investigators to better assess the utility and interpretation of such methods.
by Patrick A. Stokes.
Ph. D.
Nasseef, Md Taufiq. "Measuring directed functional connectivity in mouse fMRI networks using Granger Causality". Doctoral thesis, Università degli studi di Trento, 2015. https://hdl.handle.net/11572/368149.
Pełny tekst źródłaNasseef, Md Taufiq. "Measuring directed functional connectivity in mouse fMRI networks using Granger Causality". Doctoral thesis, University of Trento, 2015. http://eprints-phd.biblio.unitn.it/1582/1/Taufiq_thesis_CiMeC_UniTN.pdf.
Pełny tekst źródłaSalata, Andrea <1989>. "Differenze topologiche nei Granger Causality Networks: Esempi dal mercato dei CDS". Master's Degree Thesis, Università Ca' Foscari Venezia, 2015. http://hdl.handle.net/10579/5899.
Pełny tekst źródłaMbeleke, Paul Wuakoh. "The monetary sector in Cameroon money demand and causality analysis". Thesis, University of Salford, 1997. http://usir.salford.ac.uk/26806/.
Pełny tekst źródłaGuo, Yuanxiang. "Chinese wheat price analysis - with application of cointegration and Granger causality test". Thesis, Georgia Institute of Technology, 2013. http://hdl.handle.net/1853/52978.
Pełny tekst źródłaSUN, FEI. "Analysis to China's Urban and Rural CPI Data". Thesis, Uppsala universitet, Statistiska institutionen, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-175796.
Pełny tekst źródłaMurakami, Patricia Nagami. "Causalidade Granger em medidas de risco". Universidade de São Paulo, 2011. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-14072011-221932/.
Pełny tekst źródłaQuantile Regression, Value at Risk, CAViaR Model, Granger Causality, Granger Causality in Risk
Książki na temat "Granger causality"
Yi, Wen. Granger causality and equilibrium business cycle theory. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2005.
Znajdź pełny tekst źródłaReuveny, Rafael. International trade, political conflict/cooperation, and Granger causality. Bloomington, Indiana: Indiana University, Graduate School of Business, 1994.
Znajdź pełny tekst źródłaBianchi, Marco. Granger causality in the presence of structural changes. London: Bank of England, 1995.
Znajdź pełny tekst źródłaReuveny, Rafael. Disaggregated bilateral trade political conflict/cooperation and Granger causality. Bloomington, Indiana: Indiana University, Graduate School of Business, 1996.
Znajdź pełny tekst źródłaHalbert, White, Engle R. F i Granger, C. W. J. 1934-, red. Cointegration, causality, and forecasting: A festschrift in honour of Clive W.J. Granger. Oxford: Oxford University Press, 1999.
Znajdź pełny tekst źródłaLyons, Susanna E. Cointegration and Granger-causality testing of hypotheses on supply-leading and demand-following finance. Cardiff: Cardiff Business School, Financial and Banking Economics Research Group, 1993.
Znajdź pełny tekst źródłaSpanos, Aris. On the statistical implications of modelling the error term: Common factors, Granger-causality and unit roots. London: Birkbeck College, Dept. of Economics, 1987.
Znajdź pełny tekst źródłaAbhyankar, Abhay. Linear and nonlinear Granger causality: Evidence from the FT-SE 100 stock index futures and cash markets. Stirling: University of Stirling, Dept. of Accountancy and Finance, 1994.
Znajdź pełny tekst źródłaZhongguo jin rong fa zhan yu jing ji zeng chang de yin guo fang xiang xing shi zheng yan jiu: 1995-2004 = An empirical study on the direction of granger causality between financial development and economic growth in China. Beijing Shi: Jing ji ke xue chu ban she, 2008.
Znajdź pełny tekst źródłaZhongguo jin rong fa zhan yu jing ji zeng chang de yin guo fang xiang xing shi zheng yan jiu: 1995-2004 = An empirical study on the direction of granger causality between financial development and economic growth in China. Beijing Shi: Jing ji ke xue chu ban she, 2008.
Znajdź pełny tekst źródłaCzęści książek na temat "Granger causality"
Kirchgässner, Gebhard, Jürgen Wolters i Uwe Hassler. "Granger Causality". W Introduction to Modern Time Series Analysis, 95–125. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-33436-8_3.
Pełny tekst źródłaKirchgässner, Gebhard, i Jürgen Wolters. "Granger Causality". W Introduction to Modern Time Series Analysis, 93–123. Berlin, Heidelberg: Springer Berlin Heidelberg, 2007. http://dx.doi.org/10.1007/978-3-540-73291-4_3.
Pełny tekst źródłaDeistler, Manfred, i Wolfgang Scherrer. "Granger Causality". W Time Series Models, 167–73. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-13213-1_9.
Pełny tekst źródłaKuersteiner, G. M. "Granger–Sims Causality". W The New Palgrave Dictionary of Economics, 1–13. London: Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/978-1-349-95121-5_2095-1.
Pełny tekst źródłaKuersteiner, G. M. "Granger–Sims Causality". W The New Palgrave Dictionary of Economics, 5413–25. London: Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_2095.
Pełny tekst źródłaKuersteiner, G. M. "Granger-Sims causality". W Macroeconometrics and Time Series Analysis, 119–34. London: Palgrave Macmillan UK, 2010. http://dx.doi.org/10.1057/9780230280830_14.
Pełny tekst źródłaKoller, Ingrid, Claus H. Carstensen, Wolfgang Wiedermann i Alexander von Eye. "Granger Meets Rasch: Investigating Granger Causation with Multidimensional Longitudinal Item Response Models". W Statistics and Causality, 231–48. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2016. http://dx.doi.org/10.1002/9781118947074.ch10.
Pełny tekst źródłaGuo, Shuixia, Christophe Ladroue i Jianfeng Feng. "Granger Causality: Theory and Applications". W Frontiers in Computational and Systems Biology, 83–111. London: Springer London, 2010. http://dx.doi.org/10.1007/978-1-84996-196-7_5.
Pełny tekst źródłaLi, Xiang, Kaiming Li, Lei Guo, Chulwoo Lim i Tianming Liu. "Fiber-Centered Granger Causality Analysis". W Lecture Notes in Computer Science, 251–59. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-23629-7_31.
Pełny tekst źródłaBehzadi, Sahar, Kateřina Hlaváčková-Schindler i Claudia Plant. "Granger Causality for Heterogeneous Processes". W Advances in Knowledge Discovery and Data Mining, 463–75. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-16142-2_36.
Pełny tekst źródłaStreszczenia konferencji na temat "Granger causality"
Park, Il, i Jose C. Principe. "Correntropy based Granger causality". W ICASSP 2008 - 2008 IEEE International Conference on Acoustics, Speech and Signal Processing. IEEE, 2008. http://dx.doi.org/10.1109/icassp.2008.4518432.
Pełny tekst źródłaJia, Xinxin, Sanqing Hu, Jianhai Zhang i Wanzeng Kong. "Blockwise Granger causality and blockwise new causality". W 2015 Seventh International Conference on Advanced Computational Intelligence (ICACI). IEEE, 2015. http://dx.doi.org/10.1109/icaci.2015.7184744.
Pełny tekst źródłaChvostekova, Martina. "Granger Causality Inference and Time Reversal". W 2019 12th International Conference on Measurement. IEEE, 2019. http://dx.doi.org/10.23919/measurement47340.2019.8779895.
Pełny tekst źródłaGautama, T., i M. M. Van Hulle. "Surrogate-based test for Granger causality". W 2003 IEEE XIII Workshop on Neural Networks for Signal Processing (IEEE Cat. No.03TH8718). IEEE, 2003. http://dx.doi.org/10.1109/nnsp.2003.1318079.
Pełny tekst źródłaStramaglia, S., L. Angelini, J. M. Cortes i D. Marinazzo. "Synergy, redundancy and unnormalized Granger causality". W 2015 37th Annual International Conference of the IEEE Engineering in Medicine and Biology Society (EMBC). IEEE, 2015. http://dx.doi.org/10.1109/embc.2015.7319280.
Pełny tekst źródłaStramaglia, S., L. Angelini, M. Pellicoro i D. Marinazzo. "Nonlinear granger causality for brain connectivity". W 2011 IEEE International Symposium on Medical Measurements and Applications (MeMeA). IEEE, 2011. http://dx.doi.org/10.1109/memea.2011.5966694.
Pełny tekst źródłaAmblard, P. O., R. Vincent, O. J. J. Michel i C. Richard. "Kernelizing Geweke's measures of granger causality". W 2012 IEEE International Workshop on Machine Learning for Signal Processing (MLSP). IEEE, 2012. http://dx.doi.org/10.1109/mlsp.2012.6349710.
Pełny tekst źródłaBalazia, Michal, Katerina Hlavackova-Schindler, Petr Sojka i Claudia Plant. "Interpretable Gait Recognition by Granger Causality". W 2022 26th International Conference on Pattern Recognition (ICPR). IEEE, 2022. http://dx.doi.org/10.1109/icpr56361.2022.9956624.
Pełny tekst źródłaQiu, Huida, Yan Liu, Niranjan A. Subrahmanya i Weichang Li. "Granger Causality for Time-Series Anomaly Detection". W 2012 IEEE 12th International Conference on Data Mining (ICDM). IEEE, 2012. http://dx.doi.org/10.1109/icdm.2012.73.
Pełny tekst źródłaSu, Jing-Ru, Jian-Guo Wang, Long-Fei Deng, Yuan Yao i Jian-Long Liu. "Granger Causality Detection Based on Neural Network". W 2020 IEEE 9th Data Driven Control and Learning Systems Conference (DDCLS). IEEE, 2020. http://dx.doi.org/10.1109/ddcls49620.2020.9275129.
Pełny tekst źródłaRaporty organizacyjne na temat "Granger causality"
Wen, Yi. Granger Causality and Equilibrium Business Cycle Theory. Federal Reserve Bank of St. Louis, 2005. http://dx.doi.org/10.20955/wp.2005.038.
Pełny tekst źródłaBuiter, Willem. Granger-Causality and Policy Ineffectiveness: A Rejoinder. Cambridge, MA: National Bureau of Economic Research, październik 1986. http://dx.doi.org/10.3386/t0061.
Pełny tekst źródłaHafer, R. W., i Scott E. Hein. Federal Government Debt and Inflation: Evidence from Granger Causality Tests. Federal Reserve Bank of St. Louis, 1986. http://dx.doi.org/10.20955/wp.1986.003.
Pełny tekst źródłaPerdigão, Rui A. P., i Julia Hall. Spatiotemporal Causality and Predictability Beyond Recurrence Collapse in Complex Coevolutionary Systems. Meteoceanics, listopad 2020. http://dx.doi.org/10.46337/201111.
Pełny tekst źródłaMbaye, Safiétou, Rémi Kouabenan i Philippe Sarnin. L'explication naïve et la perception des risques comme des voies pour améliorer les pratiques de REX: des études dans l'industrie chimique et l'industrie nucléaire. Fondation pour une culture de sécurité industrielle, wrzesień 2009. http://dx.doi.org/10.57071/311rex.
Pełny tekst źródła