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Explore the Granger Causal model, an innovative application of regression analysis that attempts to address the complex issue of causality in data. Learn how this model, despite its limitations, offers a valuable approach to investigating causal relationships beyond mere correlation. Delve into the practical implications and methodologies of the Granger Causal model, gaining insights into its potential for uncovering causal patterns in various fields of study.
Syllabus
Granger Causal model
Taught by
NPTEL-NOC IITM