A Granger causality test that conditions on the source series' estimated residual is shown to avoid spurious interactions caused by delayed latent common inputs.
Granger, Journal of Economic Dynamics and Control 2, 329 (1980)
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A new Granger causality measure for eliminating the confounding influence of latent common inputs
A Granger causality test that conditions on the source series' estimated residual is shown to avoid spurious interactions caused by delayed latent common inputs.