A note on noncausality
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Abstract
Suggested Citation
Note: In : Econometrica, 50(3), 583-591, 1982
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Citations
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Cited by:
- Thieu, Le Quyen, 2016. "Variance targeting estimation of the BEKK-X model," MPRA Paper 75572, University Library of Munich, Germany.
- Steel, M.F.J., 1989.
"Weak exogeneity in misspecified sequential models,"
Other publications TiSEM
e64b0605-a027-4d59-a784-c, Tilburg University, School of Economics and Management.
- Steel, M.F.J., 1989. "Weak Exogeneity In Misspecified Sequential Models," Papers 8942, Tilburg - Center for Economic Research.
- Steel, M.F.J., 1989. "Weak exogeneity in misspecified sequential models," Discussion Paper 1989-42, Tilburg University, Center for Economic Research.
- Valjarević, Dragana & Merkle, Ana, 2021. "Statistical causality and measurable separability of σ-algebras," Statistics & Probability Letters, Elsevier, vol. 177(C).
- Andrii Babii & Eric Ghysels & Jonas Striaukas, 2024.
"High-Dimensional Granger Causality Tests with an Application to VIX and News,"
Journal of Financial Econometrics, Oxford University Press, vol. 22(3), pages 605-635.
- Andrii Babii & Eric Ghysels & Jonas Striaukas, 2019. "High-Dimensional Granger Causality Tests with an Application to VIX and News," Papers 1912.06307, arXiv.org, revised Feb 2021.
- Osiewalski, J. & Steel, M.F.J., 1989.
"A Bayesian analysis of exogeneity in models pooling time-series and cross-section data,"
Discussion Paper
1989-14, Tilburg University, Center for Economic Research.
- Osiewalski, J. & Steel, M.F.J., 1989. "A Bayesian analysis of exogeneity in models pooling time-series and cross-section data," Other publications TiSEM a7399259-5e30-4b51-99ad-5, Tilburg University, School of Economics and Management.
- Osiewalski, J. & Steel, M.F.J., 1989. "A Bayesian Analysis Of Exogeneity In Models Pooling Time- Series And Cross -Section Data," Papers 8914, Tilburg - Center for Economic Research.
- Rahul Singh & Liyuan Xu & Arthur Gretton, 2020. "Kernel Methods for Causal Functions: Dose, Heterogeneous, and Incremental Response Curves," Papers 2010.04855, arXiv.org, revised Oct 2022.
- John D. Levendis, 2018. "Time Series Econometrics," Springer Texts in Business and Economics, Springer, number 978-3-319-98282-3, October.
- Merkle, Ana, 2023. "Causal predictability and weak solutions of the stochastic differential equations with driving semimartingales," Statistics & Probability Letters, Elsevier, vol. 197(C).
- Francesco Bartolucci & Claudia Pigini, 2017.
"Granger causality in dynamic binary short panel data models,"
Working Papers
421, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Bartolucci, Francesco & Pigini, Claudia, 2017. "Granger causality in dynamic binary short panel data models," MPRA Paper 77486, University Library of Munich, Germany.
- Pigini, Claudia & Bartolucci, Francesco, 2022. "Conditional inference for binary panel data models with predetermined covariates," Econometrics and Statistics, Elsevier, vol. 23(C), pages 83-104.
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