Causality and Exogeneity in Econometrics /
A special issue on causality and exogeneity in econometrics. Articles discuss Granger causality and the sampling of economic processes; short run and long run causality in time series; a frequency-domain approach to testing for short run and long run causality; noncausality in bivariate binary time...
| Publicado en: | Journal of Econometrics Vol. 132; no. 2; pp. 305 - 544 |
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| Autores principales: | , , |
| Formato: | Symposium |
| Publicado: |
Elsevier Science
June 2006
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| Acceso en línea: | Ver este registro en EBSCOhost |
| Sumario: | A special issue on causality and exogeneity in econometrics. Articles discuss Granger causality and the sampling of economic processes; short run and long run causality in time series; a frequency-domain approach to testing for short run and long run causality; noncausality in bivariate binary time series; the effects of dynamic feedbacks on least squares and method of moments estimator accuracy in panel data models; identification and estimation of statistical functionals using incomplete data; nonresponse in dynamic panel data models; instrumental quantile regression inference for structural and treatment effect models; and exogeneity in structural equation models. An introduction to the special issue is provided. |
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