9 citations · 23 across the 5 of their papers we have counts for
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stat.ME2009★ 9 cited
Vector Autoregressive Models With Measurement Errors for Testing Ganger Causality
Alexandre G. Patriota, Joao R. Sato, Betsabe G. Blas
This paper develops a method for estimating parameters of a vector autoregression (VAR) observed in white noise. The estimation method assumes the noise variance matrix is known an…
stat.ME2009★ 3 cited
Identification and quantification of Granger causality between gene sets
Andre Fujita, Joao Ricardo Sato, Kaname Kojima +4
Wiener and Granger have introduced an intuitive concept of causality between two variables which is based on the idea that an effect never occurs before its cause. Later, Geweke ha…