Tests of Noncausality under Markov Assumptions for Qualitative Panel Data
From MaRDI portal
Publication:3809101
DOI10.2307/1913158zbMath0659.62126OpenAlexW2032752315MaRDI QIDQ3809101
Jean-Jacques Laffont, M. B. Bouissou, Quang H. Vuong
Publication date: 1986
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://authors.library.caltech.edu/83201/
price changesequivalence of Granger noncausality and Sims-Chamberlain strict exogeneityLog-likelihood ratio (LR) tests for noncausalityqualitative panel datatests for the Markov propertyunifying definition of noncausality
Related Items (5)
Non-causality in bivariate binary time series ⋮ Graphical models for multivariate Markov chains ⋮ Nonparametric identification of dynamic models with unobserved state variables ⋮ Estimation of an autoregressive semiparametric model with exogenous variables ⋮ Tests for independence between categorical variables
This page was built for publication: Tests of Noncausality under Markov Assumptions for Qualitative Panel Data