The discovery of long-run causal order : a preliminary investigation
Year of publication: |
2020
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Authors: | Hoover, Kevin D. |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 8.2020, 3/31, p. 1-24
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Subject: | causal search | cointegrated vector autoregression (CVAR) | graphical causal modeling | irreducible cointegrating relations | weak exogeneity | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | Kointegration | Cointegration | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Ökonometrie | Econometrics |
Description of contents: | Description [doi.org] |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics8030031 [DOI] hdl:10419/247579 [Handle] |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; c18 |
Source: | ECONIS - Online Catalogue of the ZBW |
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