Granger non causality and predictor spaces

Umberto Triacca

Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 22, 7908-7913

Abstract: In this article, we investigate the relationship between the concept of Granger causality and the notion of prediction space. In particular, we obtain three characterizations of the condition of non causality based on the concept of predictor space.

Date: 2024
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DOI: 10.1080/03610926.2023.2276045

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