scientific article; zbMATH DE number 3942882

MaRDI QIDQ3713477zbMATH OpenFDO

Authors John Geweke

Publication date 1984

zbMATH Keywords

asymptotic distribution theoryexogeneitynon-stationary processesCausalitycomparison of testsmultivariate methodsdeterministic processesCausal orderingsnon- autoregressive processesparameterization problemwide sense stationary multiple time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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• Data-based prediction and causality inference of nonlinear dynamics
• A Bayesian analysis of exogeneity in models pooling time-series and cross-sectional data
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• Causal reasoning and explanation in dynamic economic systems
• The in-principle inconclusiveness of causal evidence in macroeconomics
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• Consistent causal inference from time series with PC algorithm and its time-aware extension
• Causal inference in econometrics
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Identification of linear stochastic models with covariance restrictions
• Factor double autoregressive models with application to simultaneous causality testing

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