Granger mediation analysis of multiple time series with an application to functional magnetic resonance imaging

@article{Zhao2019GrangerMA,
  title={Granger mediation analysis of multiple time series with an application to functional magnetic resonance imaging},
  author={Yi Zhao and Xi Luo},
  journal={Biometrics},
  year={2019},
  volume={75},
  pages={788 - 798}
}
  • Yi Zhao, Xi Luo
  • Published 15 September 2017
  • Computer Science
  • Biometrics
This paper presents Granger mediation analysis, a new framework for causal mediation analysis of multiple time series. This framework is motivated by a functional magnetic resonance imaging (fMRI) experiment where we are interested in estimating the mediation effects between a randomized stimulus time series and brain activity time series from two brain regions. The independent observation assumption is thus unrealistic for this type of time‐series data. To address this challenge, our framework… 

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