Sökning: "Granger-causality"

Visar resultat 1 - 5 av 18 avhandlingar innehållade ordet Granger-causality.

  1. 1. A Treatise on Measuring Wiener-Granger Causality

    Författare :Mehrdad Jafari-Mamaghani; Joanna Tyrcha; Sebastiano Stramaglia; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Wiener-Granger causality; Information theory; Kernel canonical correlation; Systems Microscopy; Cell migration.; Mathematical Statistics; matematisk statistik;

    Sammanfattning : Wiener-Granger causality is a well-established concept of causality based on stochasticity and the flow of time, with applications in a broad array of quantitative sciences. The majority of methods used to measure Wiener-Granger causality are based on linear premises and hence insensitive to non-linear signals. LÄS MER

  3. 2. Monte Carlo Results for Bootstrap Tests in Systems with Integrated-Cointegrated Variables

    Författare :Panagiotis Mantalos; Statistiska institutionen; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; programming; operations research; Statistics; Granger-causality; Monte Carlo; Cointegration; Bootstrap; Statistik; operationsanalys; programmering; aktuariematematik;

    Sammanfattning : When we study the properties of a test procedure, two aspects are of prime importance. Firstly, we wish to know if the actual size of the test (i.e., the probability of rejecting the null when true) is close to the nominal size (used for calculating the critical values). LÄS MER

  4. 3. Causal links of past climate change in Coupled Model Intercomparison Project Phase 5 climate models

    Författare :Thanh Le; MERGE: ModElling the Regional and Global Earth system; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; solar forcing; volcanic forcing; greenhouse gases radiative forcing; Granger causality; near-surface air temperature; ENSO; IOD; CMIP5; North Atlantic;

    Sammanfattning : The climate system is influenced by various external forcings (e.g. volcanic forcing, solar forcing and change of greenhouse gas concentrations) and its own internal climate variability. LÄS MER

  5. 4. Essays on energy demand and efficiency analysis

    Författare :Wondmagegn Tafesse Tirkaso; Sveriges lantbruksuniversitet; Sveriges lantbruksuniversitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This thesis consists of four papers focusing on the issues of energy demand and efficiency analysis in the agricultural and environmental sectors. The first paper examined the long-run relationship among rainfall distribution, electricity consumption and economic growth (GDP) in Ethiopia using time series data between 1981 and 2014. LÄS MER

  7. 5. Issues of multicollinearity and conditional heteroscedasticy in time series econometrics

    Författare :Kristofer Månsson; Ghazi Shukur; Sneh Gulati; Jönköping University; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This doctoral thesis consists of four chapters all related to the field of time series econometrics. The main contribution is firstly the development of robust methods when testing for Granger causality in the presence of generalized autoregressive conditional heteroscedasticity (GARCH) and causality-in-variance (i.e. spillover) effects. LÄS MER