Geweke, John Measurement of linear dependence and feedback between multiple time series. (English) Zbl 0492.62078 J. Am. Stat. Assoc. 77, 304-324 (1982). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 6 ReviewsCited in 72 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62H20 Measures of association (correlation, canonical correlation, etc.) 62J05 Linear regression; mixed models Keywords:linear dependence; feedback; multiple time series; causality; information; prediction error PDFBibTeX XMLCite \textit{J. Geweke}, J. Am. Stat. Assoc. 77, 304--324 (1982; Zbl 0492.62078) Full Text: DOI