The General Equivalence of Granger and Sims Causality
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Publication:3942123
DOI10.2307/1912601zbMath0483.60022OpenAlexW1975139355MaRDI QIDQ3942123
Publication date: 1982
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://ageconsearch.umn.edu/record/292583
Decision theory (91B06) General theory of stochastic processes (60G07) General considerations in statistical decision theory (62C05)
Related Items (15)
Non-causality in bivariate binary time series ⋮ Granger causality and stopping times ⋮ Monotone dependence in graphical models for multivariate Markov chains ⋮ Conditional independence in sample selection models ⋮ Strong mixing properties of discrete-valued time series with exogenous covariates ⋮ Graphical models for multivariate Markov chains ⋮ Stationarity and ergodic properties for some observation-driven models in random environments ⋮ Coupling and perturbation techniques for categorical time series ⋮ Graphical modelling of multivariate time series ⋮ GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA ⋮ On the spectral formulation of Granger causality ⋮ Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method ⋮ The relation between Granger causality and directed information theory: a review ⋮ The Relation of Different Concepts of Causality Used in Time Series and Microeconometrics ⋮ ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS
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