A Note on Noncausality

DOI10.2307/1912602MaRDI QIDQ3942124zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

conditional independencenoncausalitytransitivity

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) General considerations in statistical decision theory (62C05) Decision theory (91B06)

Cited in

(36)

• Structural time series modeling: A Bayesian approach
• Estimation of an autoregressive semiparametric model with exogenous variables
• Conditional independence in sample selection models
• Inference on one-way effect and evidence in Japanese macroeconomic data
• Granger causality from quantized measurements
• Statistical causality and measurable separability of \(\sigma \)-algebras
• Pricing default events: surprise, exogeneity and contagion
• Geometric and long run aspects of Granger causality
• Stock market's reaction to money supply: a nonparametric analysis
• Non-causality in bivariate binary time series
• Nonresponse in dynamic panel data models
• Time-series estimation of the effects of natural experiments
• Nonparametric tests for conditional independence using conditional distributions
• Transfer entropy expressions for a class of non-Gaussian distributions
• Granger causality and structural causality in cross-section and panel data
• The relation of different concepts of causality used in time series and microeconometrics
• On the sensitivity of Granger causality to errors-in-variables, linear transformations and subsampling
• Granger causality and stopping times
• Identification of the 1PL model with guessing parameter: parametric and semi-parametric results
• A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
• CONDITIONING IN DYNAMIC MODELS
• A conditional independence test for dependent data based on maximal conditional correlation
• Graphical modelling of multivariate time series
• Granger-causality in Markov switching models
• Prediction theory for autoregressivemoving average processes
• Testing for Granger causality with mixed frequency data
• Dissecting Chilean surveys: The missing outcomes case
• Statistical causality, optional and predictable projections
• Causal predictability and weak solutions of the stochastic differential equations with driving semimartingales
• Causal predictability between stochastic processes and filtrations
• Mixed orthogonality graphs for continuous-time stationary processes
• From missing data to informative GPA predictions: navigating selection process beliefs with the partial identifiability approach
• Some aspects of statistical causality
• Predictability and uniqueness of weak solutions of the stochastic differential equations
• The relation between Granger causality and directed information theory: a review
• On Granger causality and the effect of interventions in time series

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