Extracting informative variables in the validation of two-group causal relationship

DOI10.1007/s00180-012-0351-zzbMath1305.65046OpenAlexW2003204494MaRDI QIDQ2255923

Ying-Chao Hung, Neng-Fang Tseng

Publication date: 18 February 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-012-0351-z

zbMATH Keywords

causal relationshipmodified Wald testinformative variablesautomatic computer-search algorithmvector autoregression model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (1)

Guided Projections for Analyzing the Structure of High-Dimensional Data

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Markov properties of nonrecursive causal models
• Modified Wald tests under nonregular conditions
• Causal diagrams for empirical research
• Measurement of Linear Dependence and Feedback Between Multiple Time Series
• Testing Causality Between Two Vectors in Multivariate Autoregressive Moving Average Models
• Short Run and Long Run Causality in Time Series: Theory
• On the Validity of the Markov Interpretation of Path Diagrams of Gaussian Structural Equations Systems with Correlated Errors
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods

This page was built for publication: Extracting informative variables in the validation of two-group causal relationship