Detecting and testing causality in linear econometric models

DOI10.1007/BF02589041MaRDI QIDQ145819zbMATH OpenFDO

Authors Mario Faliva, M. Grazia Zoia, Mario Faliva, Maria Grazia Zoia

Publication date February 1994

Published in Journal of the Italian Statistical Society (Search for Journal in Brave)

zbMATH Keywords

causal structure analysiscausality testtwo-way effects in linear models

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 3322734 (Why is no real title available?)
• scientific article; zbMATH DE number 3359939 (Why is no real title available?)
• A general approach to Lagrange multiplier model diagnostics
• Alternative Tests of Independence between Stochastic Regressors and Disturbances
• Misspecification tests and their uses in econometrics
• Recursiveness vs. interdependence in econometric models: A comprehensive analysis for the linear case
• Specification Tests in Econometrics
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation

Cited in

(10)

• A causal test of the strength of weak ties
• A test for the presence of pure feedback in multivariate dynamic stochastic systems
• Recursiveness vs. interdependence in econometric models: A comprehensive analysis for the linear case
• Causality and interdependence analysis in linear econometric models with an application to fertility
• Causality and causal models: a conceptual perspective
• Causality tests and conditional heteroskedasticity: Monte Carlo evidence
• Causality and separability
• SIRE
• A computational approach to finding causal economic laws
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods

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