Conditional Granger causality and partitioned Granger causality: differences and similarities
Conditional Granger causality and partitioned Granger causality: differences and similarities
Sheida Malekpour,W. Sethares
2015 · DOI: 10.1007/s00422-015-0665-3
Biological cybernetics · 10 Citations
TLDR
A series of matrix equalities that simplify the calculation of the conditional Granger causality (pGC), which is dependent on only a subset of the parameters in the model estimation, and the noise residuals need not be uncorrelated in the pGC.