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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Mathematics and Comp...arrow_drop_down
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Mathematics and Computers in Simulation
Article . 2010 . Peer-reviewed
License: Elsevier TDM
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SSRN Electronic Journal
Article . 2009 . Peer-reviewed
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Article . 2010
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https://dx.doi.org/10.1016/j.m...
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Multivariate Linear and Non-Linear Causality Tests

Multivariate linear and nonlinear causality tests
descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 2009 Singapore English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068, Copyright policy )
Authors: Zhidong Bai; Wing-Keung Wong; Bingzhi Zhang;

doi: 10.2139/ssrn.1408542 , 10.1016/j.matcom.2010.06.008

Multivariate Linear and Non-Linear Causality Tests

Abstract

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Singapore
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Keywords

nonlinear Granger causality, Time series, auto-correlation, regression, etc. in statistics (GARCH), Nonlinear Granger causality, U-statistics, Linear Granger causality, Hypothesis testing in multivariate analysis, linear Granger causality, 510

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    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 82
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Top 10%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Top 10%
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Top 10%
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
82
Top 10%
Top 10%
Top 10%
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