Papaspyropoulos, Konstantinos G.; Kugiumtzis, Dimitris - In: Econometrics : open access journal 12 (2024) 2, pp. 1-21
detect such relationships from multivariate time series, Granger causality, an idea first developed in econometrics, has been … formulated in terms of vector autoregressive (VAR) models. Granger causality for count time series, often seen in ecology, has … series. The present research investigates the appropriateness of VAR-based Granger causality for ecological count time series …