Kinoshita, Ryo; Oya, Kosuke Measurement of causality change between multiple time series. (Japanese. English summary) Zbl 1310.62101 J. Jpn. Stat. Soc., Jpn. Issue 44, No. 1, 19-40 (2014). MSC: 62M10 62H20 62P05 PDF BibTeX XML Cite \textit{R. Kinoshita} and \textit{K. Oya}, J. Jpn. Stat. Soc., Jpn. Issue 44, No. 1, 19--40 (2014; Zbl 1310.62101)
Dufour, Jean-Marie; Taamouti, Abderrahim Short and long run causality measures: theory and inference. (English) Zbl 1431.62364 J. Econom. 154, No. 1, 42-58 (2010). MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{J.-M. Dufour} and \textit{A. Taamouti}, J. Econom. 154, No. 1, 42--58 (2010; Zbl 1431.62364) Full Text: DOI
Breitung, Jörg; Candelon, Bertrand Testing for short- and long-run causality: a frequency-domain approach. (English) Zbl 1337.62348 J. Econom. 132, No. 2, 363-378 (2006). MSC: 62P20 62M10 62H20 PDF BibTeX XML Cite \textit{J. Breitung} and \textit{B. Candelon}, J. Econom. 132, No. 2, 363--378 (2006; Zbl 1337.62348) Full Text: DOI
Otter, Pieter W. On Wiener-Granger causality, information and canonical correlation. (English) Zbl 0733.62101 Econ. Lett. 35, No. 2, 187-191 (1991). MSC: 62M20 62H20 62M10 62P20 PDF BibTeX XML Cite \textit{P. W. Otter}, Econ. Lett. 35, No. 2, 187--191 (1991; Zbl 0733.62101) Full Text: DOI
Hosoya, Yuzo The decomposition and measurement of the interdependency between second- order stationary processes. (English) Zbl 0723.60036 Probab. Theory Relat. Fields 88, No. 4, 429-444 (1991). Reviewer: Y.Hosoya (Sendai) MSC: 60G12 PDF BibTeX XML Cite \textit{Y. Hosoya}, Probab. Theory Relat. Fields 88, No. 4, 429--444 (1991; Zbl 0723.60036) Full Text: DOI
Brunsdon, T. M.; Skinner, C. J. The analysis of dependencies between time series in psychological experiments. (English) Zbl 0718.62247 Br. J. Math. Stat. Psychol. 40, No. 2, 125-139 (1987). MSC: 62P15 62M10 PDF BibTeX XML Cite \textit{T. M. Brunsdon} and \textit{C. J. Skinner}, Br. J. Math. Stat. Psychol. 40, No. 2, 125--139 (1987; Zbl 0718.62247) Full Text: DOI