JASA
Discovering the Network Granger Causality in Large Vector Autoregressive Models
Authors
Yoshimasa Uematsu
Takashi Yamagata
Research Topics
Causal Inference
Time Series
Paper Information
-
Journal:
Journal of the American Statistical Association -
Added to Tracker:
Jul 16, 2025
Author Details
Yoshimasa Uematsu
AuthorTakashi Yamagata
AuthorResearch Topics & Keywords
Causal Inference
Research AreaTime Series
Research AreaCitation Information
APA Format
Yoshimasa Uematsu
&
Takashi Yamagata
.
Discovering the Network Granger Causality in Large Vector Autoregressive Models.
Journal of the American Statistical Association
.
BibTeX Format
@article{paper348,
title = { Discovering the Network Granger Causality in Large Vector Autoregressive Models },
author = {
Yoshimasa Uematsu
and Takashi Yamagata
},
journal = { Journal of the American Statistical Association },
url = { https://www.tandfonline.com/doi/full/10.1080/01621459.2025.2450836 }
}