The locally Gaussian partial correlation
Year of publication: |
2022
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---|---|
Authors: | Otneim, Håkon ; Tjostheim, Dag |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 40.2022, 2, p. 924-936
|
Subject: | Granger causality | Conditional dependence | Conditional independence test | Kausalanalyse | Causality analysis | Korrelation | Correlation | Statistischer Test | Statistical test | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process |
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