On Granger-causality and the effect of interventions in time series

M. Eichler, V. Didelez

Research output: Working paperProfessional

404 Downloads (Pure)
Original languageEnglish
Place of PublicationMaastricht
PublisherMETEOR, Maastricht University School of Business and Economics
Number of pages28
DOIs
Publication statusPublished - 1 Jan 2009

Publication series

SeriesMETEOR Research Memorandum
Number003

Cite this

Eichler, M., & Didelez, V. (2009). On Granger-causality and the effect of interventions in time series. METEOR, Maastricht University School of Business and Economics. METEOR Research Memorandum, No. 003 https://doi.org/10.26481/umamet.2009003