2010•Mathematics and Computers in SimulationRequires access

Multivariate linear and nonlinear causality tests

Zhidong Bai, Wing‐Keung Wong, Bingzhi Zhang

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Key concepts: Bivariate analysis, Multivariate statistics, Granger causality, Causality (physics), Econometrics, Nonlinear system, Multivariate analysis, Mathematics

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Multivariate linear and nonlinear causality tests — Research Paper | ScholarLens