Related references
Note: Only part of the references are listed.Simulation Study of Direct Causality Measures in Multivariate Time Series
Angeliki Papana et al.
ENTROPY (2013)
Partial transfer entropy on rank vectors
D. Kugiumtzis
EUROPEAN PHYSICAL JOURNAL-SPECIAL TOPICS (2013)
Information and phase transitions in socio-economic systems
Terry Bossomaier et al.
COMPLEX ADAPTIVE SYSTEMS MODELING (2013)
Quantifying Cognitive State From EEG Using Dependence Measures
Bilal Fadlallah et al.
IEEE TRANSACTIONS ON BIOMEDICAL ENGINEERING (2012)
Behaviour of Granger causality under filtering: Theoretical invariance and practical application
Lionel Barnett et al.
JOURNAL OF NEUROSCIENCE METHODS (2011)
Inferring directional interactions from transient signals with symbolic transfer entropy
Marcel Martini et al.
PHYSICAL REVIEW E (2011)
Preferential Inhibition of Frontal-to-Parietal Feedback Connectivity Is a Neurophysiologic Correlate of General Anesthesia in Surgical Patients
Seung-Woo Ku et al.
PLOS ONE (2011)
COINTEGRATING REGRESSIONS WITH TIME HETEROGENEITY
Chang Sik Kim et al.
ECONOMETRIC REVIEWS (2010)
Information flow during the quantum-classical transition
A. M. Kowalski et al.
PHYSICS LETTERS A (2010)
The links between international parity conditions and Granger causality: a study of exchange rates and prices
Jen-Chi Cheng et al.
APPLIED ECONOMICS (2010)
How Does Liquidity Affect Government Bond Yields?
Carlo Favero et al.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS (2010)
Reliable detection of directional couplings using rank statistics
Daniel Chicharro et al.
PHYSICAL REVIEW E (2009)
NEW EVIDENCE ON THE INTEREST RATE EFFECTS OF BUDGET DEFICITS AND DEBT
Thomas Laubach
JOURNAL OF THE EUROPEAN ECONOMIC ASSOCIATION (2009)
Modelling non-linear comovements between time series
Catherine Kyrtsou et al.
JOURNAL OF MACROECONOMICS (2009)
The impact of information signals on market prices when agents have non-linear trading rules
Catherine Kyrtsou et al.
ECONOMIC MODELLING (2009)
Adaptive estimation of autoregressive models with time-varying variances
Ke-Li Xu et al.
JOURNAL OF ECONOMETRICS (2008)
Inferring the directionality of coupling with conditional mutual information
Martin Vejmelka et al.
PHYSICAL REVIEW E (2008)
Symbolic transfer entropy
Matthaeus Staniek et al.
PHYSICAL REVIEW LETTERS (2008)
Estimation of the direction of the coupling by conditional probabilities of recurrence
M. Carmen Romano et al.
PHYSICAL REVIEW E (2007)
Linear and nonlinear causality between signals:: methods, examples and neurophysiological applications
Boris Gourevitch et al.
BIOLOGICAL CYBERNETICS (2006)
A new statistic and practical guidelines for nonparametric Granger causality testing
Cees Diks et al.
JOURNAL OF ECONOMIC DYNAMICS & CONTROL (2006)
Frequency decomposition of conditional Granger causality and application to multivariate neural field potential data
YH Chen et al.
JOURNAL OF NEUROSCIENCE METHODS (2006)
Analyzing multiple nonlinear time series with extended Granger causality
YH Chen et al.
PHYSICS LETTERS A (2004)
Estimating mutual information -: art. no. 066138
A Kraskov et al.
PHYSICAL REVIEW E (2004)
Pitfalls in using Granger causality tests to find an engine of growth
HY Lee et al.
APPLIED ECONOMICS LETTERS (2002)
Performance of different synchronization measures in real data: A case study on electroencephalographic signals
RQ Quiroga et al.
PHYSICAL REVIEW E (2002)
A distribution free plotting position
GH Yu et al.
STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT (2001)
Partial directed coherence:: a new concept in neural structure determination
LA Baccalá et al.
BIOLOGICAL CYBERNETICS (2001)
Synchronization as adjustment of information rates:: Detection from bivariate time series -: art. no. 046211
M Palus et al.
PHYSICAL REVIEW E (2001)
Measuring information transfer
T Schreiber
PHYSICAL REVIEW LETTERS (2000)