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Further thoughts on testing for causality with econometric models
Swamy, P. A. V. B.; Von Zur Muehlen, Peter - In: Journal of Econometrics 39 (1988) 1-2, pp. 105-147
Persistent link: https://www.econbiz.de/10005192362
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Comparing forecasts from fixed and variable coefficient models : the case of money demand
Swamy, Paravastu A. V. B. - In: International journal of forecasting 6 (1990) 4, pp. 469-477
Persistent link: https://www.econbiz.de/10001104623
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The Impossibility of Causality Testing
Conway, Roger K.; Swamy, P. A. V. B.; Yanagida, John F.; … - In: Agricultural Economics Research (1984) 3
Causality tests developed by Sims and Granger are fatally flawed for several reasons First, when two variables, X and Y, are uncorrelated, X has no linear predictive value for Y, but X,and Y may be nonlinearly related unless they are statistically Independent, In which case X and Y are not...
Persistent link: https://www.econbiz.de/10010919926
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Statistical inference in random coefficient regression models
Swamy, Paravastu A. V. B.; Swamy, Paravastu A. V. B. - 1971
Persistent link: https://www.econbiz.de/10000047452
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Special issue: P.A.V.B Swamy
Klein, Lawrence Robert (contributor);  … - 2010
Persistent link: https://www.econbiz.de/10008825794
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Current and undercurrents : changes in the distribution of wealth, 1989 - 2004
Kennickell, Arthur B. - 2006
Persistent link: https://www.econbiz.de/10003307002
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Ponds and streams : wealth and income in the US, 1989 to 2007
Kennickell, Arthur B. - 2009
Persistent link: https://www.econbiz.de/10003832806
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A rolling tide : changes in the distribution of wealth in the US, 1989 - 2001
Kennickell, Arthur B. - In: International perspectives on household wealth, (pp. 19-88). 2006
Persistent link: https://www.econbiz.de/10003412893
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Considerations in the estimation of retirement wealth : comments on "The retirement wealth of the baby boom generation" by Edward N. Wolff
Kennickell, Arthur B. - In: Journal of monetary economics 54 (2007) 1, pp. 41-48
Persistent link: https://www.econbiz.de/10003430053
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The other, other half : changes in the finances of the least wealthy 50 percent, 2007 - 2009
Kennickell, Arthur B. - 2012
Persistent link: https://www.econbiz.de/10009577113