中文说明:
经济学家开拓了一种试图分析变量之间的格兰杰因果关系的办法,即格兰杰因果关系检验。该检验方法为2003年诺贝尔经济学奖得主克莱夫·格兰杰(Clive W. J. Granger)所开创,用于分析经济变量之间的格兰杰因果关系。他给格兰杰因果关系的定义为“依赖于使用过去某些时点上所有信息的最佳最小二乘预测的方差。”
English Description:
Economists have developed a method to analyze the Granger causality between variables, namely Granger causality test. This test method was initiated by Clive W. J. Granger, who won the Nobel Prize in economics in 2003. It is used to analyze the Granger causality between economic variables. He defined Granger causality as "the variance that depends on the best least squares prediction using all the information at some point in the past."< br/>