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...
| Published in: | Journal of Econometrics Vol. 132; no. 2; pp. 305 - 544 |
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| Main Authors: | , , |
| Format: | Symposium |
| Published: |
Elsevier Science
June 2006
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| Online Access: | View this record in EBSCOhost |
| fields | @attributes: recordID: 1 pdfLink: plink: https://search.ebscohost.com/login.aspx?direct=true&db=ssf&AN=511295065&site=ehost-live header: @attributes: shortDbName: ssf uiTerm: 511295065 longDbName: Social Sciences Full Text (H.W. Wilson) uiTag: AN controlInfo: bkinfo: jinfo: jid: 03044076 ECM jtl: Journal of Econometrics issn: 03044076 maglogo: N pubinfo: dt: June 2006 vid: 132 iid: 2 pid: 1004 pub: Elsevier Science artinfo: ui: 511295065 10.1016/j.jeconom.2005.02.001 ppf: 305 ppct: 239 formats: tig: atl: Causality and Exogeneity in Econometrics / aug: au: Bauwens, Luc Boswijk, H. Peter Urbain, Jean-Pierre su: Causal models sug: subj: Causal models ab: 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. pubtype: Academic Journal doctype: Symposium src: R language: English refInfo: copyright: @attributes: flag: N holdings: @attributes: islocal: N |
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