The Discovery of Long-Run Causal Order: A Preliminary Investigation

The relation between causal structure and cointegration and long-run weak exogeneity is explored using some ideas drawn from the literature on graphical causal modeling. It is assumed that the fundamental source of trending behavior is transmitted from exogenous (and typically latent) trending varia...

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Bibliografski detalji

Glavni autor:	Kevin D. Hoover
Format:	Artigo
Jezik:	Inglês
Izdano:	MDPI AG 2020-08-01
Serija:	Econometrics
Teme:	graphical causal modeling causal search cointegrated vector autoregression (CVAR) weak exogeneity irreducible cointegrating relations
Online pristup:	https://www.mdpi.com/2225-1146/8/3/31
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