Detecting direct causality in multivariate time series: A comparative study

Angeliki Papana, Elsa Siggiridou, Dimitris Kugiumtzis. Detecting direct causality in multivariate time series: A comparative study. Commun. Nonlinear Sci. Numer. Simul., 99:105797, 2021. [doi]

@article{PapanaSK21,
  title = {Detecting direct causality in multivariate time series: A comparative study},
  author = {Angeliki Papana and Elsa Siggiridou and Dimitris Kugiumtzis},
  year = {2021},
  doi = {10.1016/j.cnsns.2021.105797},
  url = {https://doi.org/10.1016/j.cnsns.2021.105797},
  researchr = {https://researchr.org/publication/PapanaSK21},
  cites = {0},
  citedby = {0},
  journal = {Commun. Nonlinear Sci. Numer. Simul.},
  volume = {99},
  pages = {105797},
}