Non-causality in bivariate binary time series

DOI10.1016/j.jeconom.2005.02.005zbMath1337.62378OpenAlexW2052636237MaRDI QIDQ291706

Rocco Mosconi, Raffaello Seri

Publication date: 10 June 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.02.005

zbMATH Keywords

Markov chainsmultivariate survival analysisGranger non-causalitymultivariate choice models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

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Uses Software

• Ox

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