Granger Causality and Dynamic Structural Systems
By Halbert White, Xun Lu. 2010
81 citations recorded by the source corpus.
Subfields: Computational Theory and Mathematics, Economics and Econometrics
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Computational Theory and Mathematics
In Economics and Econometrics
- Xun Lu
- Halbert White
- Liangjun Su
- Andrew J. Patton
- Dimitris Nicolas Politis
- Timo Teräsvirta
- Andreas Hagemann
- Allan G. Timmermann
Citations in the corpus
- Causal Models for Dynamical Systems (2020, neutral): “Different causal methodology and several extensions of SCMs have been proposed [Wiener, 1956, Granger, 1969, Schreiber, 2000, White and Lu, 2010, Hyttinen et al., 2013, Peters et al., 2013, Pfister et al., 2018b], mostly considering discrete time models such as vector autoregressive models…”
- Effective connectivity: Influence, causality and biophysical modeling (2011, unknown): “White has created a general formalism for Dynamical Structural Systems (White and Lu, 2010) based on the concept of settable systems (White and Chalak, 2009), which supports model optimization, equilibrium and learning.”
- Robustness checks and robustness tests in applied economics (2014, background): “White and Lu (2010a) give straightforward tests for conditional exogeneity that involve regressing transformed regression residuals on functions of the original regressors.”
- Functional and Effective Connectivity: A Review (2011, unknown): “’’ One can differentiate two streams of statistical causal modeling: one based on Bayesian dependency graphs or graphical models called structural causal modeling (White and Lu, 2010), and the other based on causal influences over time, which we will consider under DCM (see Fig.”