otherSep 6, 2006Closed access

Granger Causality: Basic Theory and Application to Neuroscience

MDMingzhou DingYCYonghong ChenSLSteven L. Bressler

University of Florida · Florida Atlantic University

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Abstract

This chapter contains sections titled: Introduction Bivariate Time Series and Pairwise Granger Causality Time Domain Formulation Frequency Domain Formulation Trivariate Time Series and Conditional Granger Causality Time Domain Formulation Frequency Domain Formulation Estimation of Autoregressive Models Numerical Examples Example 1 Example 2 Example 3 Analysis of a Beta Oscillation Network in Sensorimotor Cortex Summary References

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3

Topics & keywords

Topics
Keywords
  • Granger causality
  • Bivariate analysis
  • Autoregressive model
  • Causality (physics)
  • Pairwise comparison
  • Series (stratigraphy)
  • Frequency domain
  • Econometrics
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