A Granger causality test that conditions on the source series' estimated residual is shown to avoid spurious interactions caused by delayed latent common inputs.
Wiener, The theory of prediction in Modern Mathematics for the Engine er (New York: McGraw-Hill, 1956) pp
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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.