Noncausality in Continuous Time
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Publication:4895062
DOI10.2307/2171962zbMATH Open0856.90020OpenAlexW2018541817MaRDI QIDQ4895062FDOQ4895062
Authors: Denis Fougere, Jean-Pierre Florens 
Publication date: 13 October 1996
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://publications.ut-capitole.fr/1836/1/noncausality.pdf
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- A conditional independence test for dependent data based on maximal conditional correlation
- Statistical causality and adapted distribution
- Granger causality and the sampling of economic processes
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- Granger-causality in Markov switching models
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- Non-causality in bivariate binary time series
- Time-series estimation of the effects of natural experiments
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- Causality effects in return volatility measures with random times
- The relation of different concepts of causality used in time series and microeconometrics
- Causality with finite horizon of the past in continuous time
- Nonparametric tests for conditional independence using conditional distributions
- Statistical causality, martingale problems and local uniqueness
- Stock market's reaction to money supply: a nonparametric analysis
- Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions
- On the sensitivity of Granger causality to errors-in-variables, linear transformations and subsampling
- Invariance of statistical causality under convergence
- Causal predictability between stochastic processes and filtrations
- Simultaneous multivariate Hawkes-type point processes and their application to financial markets
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
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- Graphical Models for Marked Point Processes Based on Local Independence
- Granger causality and structural causality in cross-section and panel data
- Statistical causality and local uniqueness for solutions of the martingale problem
- A general dynamical statistical model with causal interpretation
- Mixed orthogonality graphs for continuous-time stationary processes
- Statistical causality, optional and predictable projections
- Statistical causality and extremal measures
- A martingale approach to continuous-time marginal structural models
- Causal predictability and weak solutions of the stochastic differential equations with driving semimartingales
- Graphical Models for Composable Finite Markov Processes
- Statistical causality and measurable separability of \(\sigma \)-algebras
- On the Hsiao definition of non-causality
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