Olivier Cassar, Sylviane Bassot, Sabine Plancoulaine, Lluis Quintana-Murci, Christine Harmant, Vladimir Gurtsevitch, Natalia B. Senyuta, Larissa S. Yakovleva, Guy de Thé, and Antoine Gessain Author affi liations: Institut Pasteur, Paris, France (O. Cassar, S. Bassot, S. Plancoulaine, L. Quintana-Murci, G. de Thé, C. Harmant, A. Gessain); Institut National de la Santé et de la Recherche Médicale...

Enders and Granger provide critical values to test the null hypothesis of a unit-root against the alternative of threshold adjustment. However, in obtaining their critical values, Enders and Granger did not use a consistent estimate of the threshold nor did they use a lag-augmented data generating process. This note remedies both of these problems. The power of the test statistics using the con...

We relate notions of structural causality and conditional exogeneity as de…ned in White and Chalak (2006) (WC) to the concept of Granger causality. We show that given conditional exogeneity, structural non-causality implies retrospective Granger non-causality, an extension of the classical Granger (1969) non-causality condition. We also provide a form of converse to this result and tests for re...

Identifying causal relations among simultaneously acquired signals is an important problem in multivariate time series analysis. For linear stochastic systems Granger proposed a simple procedure called the Granger causality to detect such relations. In this work we consider nonlinear extensions of Granger’s idea and refer to the result as Extended Granger Causality. A simple approach implementi...

Granger-causality metrics have become increasingly popular tools to identify directed interactions between brain areas. However, it is known that additive noise can strongly affect Granger-causality metrics, which can lead to spurious conclusions about neuronal interactions. To solve this problem, previous studies have proposed the detection of Granger-causal directionality, i.e. the dominant G...

As one of the most successful approaches to uncover complex network structures from experimental data, Granger causality has been widely applied to various reverse engineering problems. This chapter first reviews some current developments of Granger causality and then presents the graphical user interface (GUI) to facilitate the application. To make Granger causality more computationally feasib...

The Old World doryctine wasp genus Doryctophasmus Enderlein, 1912 is reviewed. Two new species, D. beninus sp. nov. and D. madagascarus sp. nov., are described and illustrated from the Afrotropical region. The illustrated redescriptions of D. ferrugineiceps Enderlein, 1912, D. ferrugineus (Granger, 1949) and D. rubrotestaceus (Granger, 1949) are provided. Lectotypes of Doryctes ferrugineus Gran...

Empirical studies often use Freedom House ratings for Political Rights and/or Civil Liberties as institutional proxies for the degree of democracy. In this study, Granger-causality tests are used which reveal that Political Rights tend to precede Civil Liberties, but not the reverse, in a panel data set of former Soviet Republics. For transition nations, Freedom House also publishes a separate ...