Granger causality is designed to measure effect, not mechanism
نویسندگان
چکیده
منابع مشابه
Granger causality is designed to measure effect, not mechanism
In their recent paper, Hu et al. (2011) make the claim that Granger causality (GC) does not capture how strongly one time series influences another. Given the sizeable literature on GC, this claim could be considered radical. We examined this claim, and found that it is based essentially on semantics. Hu et al. (2011) would like a measure of causal interaction to explicitly quantify an underlyi...
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ژورنال
عنوان ژورنال: Frontiers in Neuroinformatics
سال: 2013
ISSN: 1662-5196
DOI: 10.3389/fninf.2013.00006