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Transient effects in spectrum estimation

โœ Scribed by Douce, J.L.; Balmer, L.

Book ID
114450664
Publisher
The Institution of Electrical Engineers
Year
1985
Weight
541 KB
Volume
132
Category
Article
ISSN
0143-7054

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## Abstract This paper discusses the Granger causality test by a spectrum estimator which allows the transfer function to have long memory properties. In traditional methodology the relationship among variables is usually assumed to be short memory or contemporaneous. Hence, we have to make sure th