Symbolic transfer entropy test for causality in longitudinal data
Maximo Camacho, Andres Romeu, Manuel Ruiz-Marin
| Year of publication: |
2021
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|---|---|
| Authors: | Camacho, Maximo ; Romeu, Andres ; Ruiz Marín, Manuel |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 94.2021, p. 649-661
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| Subject: | Causality test | Longitudinal dynamic data | Transfer entropy test | Entropie | Entropy | Kausalanalyse | Causality analysis | Theorie | Theory | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2020.02.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012695248