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20092021
most citedGranger causality and transfer entropy are equivalent for Gaussian variables

1.2k citations · 1.9k across the 13 of their papers we have counts for

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math.ST2019★ 5 cited

Sampling distribution for single-regression Granger causality estimators

A. J. Gutknecht, L. Barnett

We show for the first time that, under the null hypothesis of vanishing Granger causality, the single-regression Granger-Geweke estimator converges to a generalised distribut…

math.ST2015★ 232 cited

Granger causality for state space models

Lionel Barnett, Anil K. Seth

Granger causality, a popular method for determining causal influence between stochastic processes, is most commonly estimated via linear autoregressive modeling. However, this appr…