Ancestor regression in structural vector autoregressive models
We present a new method for causal discovery in linear structural vector autoregressive models. We adapt an idea designed for independent observations to the case of time series while retaining its favorable properties, i.e., explicit error control for false causal discovery, at least asymptotically...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2025-07-01
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| Series: | Journal of Causal Inference |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/jci-2024-0011 |
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