/gcsreg

Calculate parameters for the generalised chi^2 asymptotic sampling distributions of single-regression Granger causality estimators; see: A. J. Gutknecht and L. Barnett, Sampling distribution for single-regression Granger causality estimators, arXiv, 2019.

Primary LanguageMATLABGNU General Public License v3.0GPL-3.0

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