INFERENCE AND CAUSALITY IN ECONOMIC TIME SERIES MODELS

Abstract

6. Introduction Causality Causal orderings and their implications 3.1. A canonical form for wide sense stationary multiple time series 3.2. The implications of unidirectional causality 3.3. Extensions Causality and exogeneity Inference 5.1. Alternative tests 5.2. Comparison of tests Some practical problems for further research 6.1. The parameterization problem and asymptotic distribution theory 6.2. Non-autoregressive processes 6.3. Deterministic processes 6.4. Non-stationary processes 6.5. Multivariate methods References 1102 1103 1108 1109 1113 1115 1117 1122 1122 1127 1133 1133 1135 1138 1139 114