AUTOMATIC INFERENCE OF THE CONTEMPORANEOUS CAUSAL ORDER OF A SYSTEM OF EQUATIONS
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Publication:5697624
DOI10.1017/S026646660505005XzbMath1161.62454MaRDI QIDQ5697624
Publication date: 18 October 2005
Published in: Econometric Theory (Search for Journal in Brave)
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- Temporal aggregation and spurious instantaneous causality in multiple time series models
- Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions
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- Investigating Causal Relations by Econometric Models and Cross-spectral Methods