JASA Feb 27, 2025

Discovering the Network Granger Causality in Large Vector Autoregressive Models

Authors
Yoshimasa Uematsu Takashi Yamagata
Research Topics
Causal Inference Time Series
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Paper Information
  • Journal:
    Journal of the American Statistical Association
  • DOI:
    10.1080/01621459.2025.2450836
  • Published:
    February 27, 2025
  • Added to Tracker:
    Jul 30, 2025
Author Details
Yoshimasa Uematsu
Author
Takashi Yamagata
Author
Research Topics & Keywords
Causal Inference
Research Area
Time Series
Research Area
Citation Information
APA Format
Yoshimasa Uematsu & Takashi Yamagata (2025) . Discovering the Network Granger Causality in Large Vector Autoregressive Models. Journal of the American Statistical Association , 10.1080/01621459.2025.2450836.
BibTeX Format
@article{paper378,
  title = { Discovering the Network Granger Causality in Large Vector Autoregressive Models },
  author = { Yoshimasa Uematsu and Takashi Yamagata },
  journal = { Journal of the American Statistical Association },
  year = { 2025 },
  doi = { 10.1080/01621459.2025.2450836 },
  url = { https://www.tandfonline.com/doi/full/10.1080/01621459.2025.2450836 }
}
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