M-CaStLe generalizes local stencil-based causal discovery to the multivariate case and decomposes resulting graphs into reaction and spatial components for interpretation in space-time gridded data.
, year 1995
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
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UNVERDICTED 2representative citing papers
Empirical finance is limited to ex post causal inference because self-reference in markets makes unidirectional causation unstable or fallacious.
citing papers explorer
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M-CaStLe: Uncovering Local Causal Structures in Multivariate Space-Time Gridded Data
M-CaStLe generalizes local stencil-based causal discovery to the multivariate case and decomposes resulting graphs into reaction and spatial components for interpretation in space-time gridded data.
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Epistemic Limits of Empirical Finance: Causal Reductionism and Self-Reference
Empirical finance is limited to ex post causal inference because self-reference in markets makes unidirectional causation unstable or fallacious.