Causality in structural vector autoregressions : science or sorcery?
Year of publication: |
2022
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Authors: | Ghanem, Dalia ; Smith, Aaron D. |
Published in: |
American journal of agricultural economics. - Hoboken, NJ : Wiley, ISSN 1467-8276, ZDB-ID 2026345-4. - Vol. 104.2022, 3, p. 881-904
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Subject: | causal inference | instrumental variables | time series | VAR-Modell | VAR model | Kausalanalyse | Causality analysis | Zeitreihenanalyse | Time series analysis | Induktive Statistik | Statistical inference | IV-Schätzung | Instrumental variables | Schätztheorie | Estimation theory |
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