On the validity of granger causality for ecological count time series
Year of publication: |
2024
|
---|---|
Authors: | Papaspyropoulos, Konstantinos G. ; Kugiumtzis, Dimitris |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 12.2024, 2, Art.-No. 13, p. 1-21
|
Subject: | causal relationships | conditional Granger causality index | count data | Granger causality index | MINAR | vector autoregressive models | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | Kointegration | Cointegration | Schätztheorie | Estimation theory |
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