A Note on Noncausality

From MaRDI portal
Revision as of 22:46, 5 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3942124

DOI10.2307/1912602zbMath0483.60023OpenAlexW2065542928MaRDI QIDQ3942124

Michel Mouchart, Jean-Pierre Florens

Publication date: 1982

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912602




Related Items (32)

Non-causality in bivariate binary time seriesNonresponse in dynamic panel data modelsTime-series estimation of the effects of natural experimentsTransfer entropy expressions for a class of non-Gaussian distributionsStructural time series modeling: A Bayesian approachGranger causality and stopping timesGranger causality from quantized measurementsIdentification of the 1PL model with guessing parameter: parametric and semi-parametric resultsNonparametric tests for conditional independence using conditional distributionsConditional independence in sample selection modelsDissecting Chilean surveys: The missing outcomes caseStatistical causality, optional and predictable projectionsA conditional independence test for dependent data based on maximal conditional correlationCausal predictability and weak solutions of the stochastic differential equations with driving semimartingalesStock market's reaction to money supply: a nonparametric analysisCausal predictability between stochastic processes and filtrationsGraphical modelling of multivariate time seriesGranger-causality in Markov switching modelsGRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATAStatistical causality and measurable separability of \(\sigma \)-algebrasPrediction theory for autoregressivemoving average processesPricing default events: surprise, exogeneity and contagionGeometric and long run aspects of Granger causalityTesting for Granger causality with mixed frequency dataThe relation between Granger causality and directed information theory: a reviewOn Granger causality and the effect of interventions in time seriesA NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCEThe Relation of Different Concepts of Causality Used in Time Series and MicroeconometricsOn the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and SubsamplingEstimation of an autoregressive semiparametric model with exogenous variablesInference on one-way effect and evidence in Japanese macroeconomic dataCONDITIONING IN DYNAMIC MODELS







This page was built for publication: A Note on Noncausality