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A Note on Noncausality

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Author Info
Florens, J P
Mouchart, M

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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 50 (1982)
Issue (Month): 3 (May)
Pages: 583-91
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Handle: RePEc:ecm:emetrp:v:50:y:1982:i:3:p:583-91

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  1. Eichler, Michael & Didelez, Vanessa, 2009. "On Granger-causality and the effect of interventions in time series," Research Memoranda 003, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
  2. Mark F. J. Steel, 1992. "Weak Exogeneity in Overreduced Sequential Models," Annales d'Economie et de Statistique, ADRES, issue 27, pages 02, Juillet-S. [Downloadable!]
  3. Michael Lechner, 2006. "The Relation of Different Concepts of Causality in Econometrics," University of St. Gallen Department of Economics working paper series 2006 2006-15, Department of Economics, University of St. Gallen. [Downloadable!]
  4. Jia Shen, 1998. "Exogénéité, propriété de Markov et mélangeance forte dans un modèle autorégressif non-linéaire," Annales d'Economie et de Statistique, ADRES, issue 51, pages 11, Juillet-S. [Downloadable!]
  5. Khalid Sekkat, 1989. "L'analyse de causalité comme méthode de détermination des filières industrielles," Annales d'Economie et de Statistique, ADRES, issue 14, pages 08, Avril-Jui. [Downloadable!]
  6. René Garcia & Éric Renault, 1999. "Latent Variable Models for Stochastic Discount Factors," CIRANO Working Papers 99s-47, CIRANO. [Downloadable!]
  7. Liangjun Su & Halbert White, 2003. "A Consistent Characteristic-Fuction-Based Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series 2003-11, Department of Economics, UC San Diego. [Downloadable!]
    Other versions:
  8. Jaap Abbring & James Heckman, 2008. "Dynamic policy analysis," CeMMAP working papers CWP05/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  9. Jonathan B. Hill, 2004. "Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship," Working Papers 0413, Florida International University, Department of Economics. [Downloadable!]
    Other versions:
  10. Liangjun Su & Halbert White, 2004. "Testing Conditional Independence Via Empirical Likelihood," University of California at San Diego, Economics Working Paper Series 2003-14, Department of Economics, UC San Diego. [Downloadable!]
  11. René Garcia & Éric Renault, 1998. "Risk Aversion, Intertemporal Substitution, and Option Pricing," CIRANO Working Papers 98s-02, CIRANO. [Downloadable!]
  12. A. Warne, . "Causality in Nonlinear Models," Sonderforschungsbereich 373 1996-26, Humboldt Universitaet Berlin.
  13. Myung Hun Kang, 1987. "Money, Income And Causality: Korea And Japan," International Economic Journal, Korean International Economic Association, vol. 1(3), pages 57-70, October. [Downloadable!] (restricted)
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