A number of variations of seven causality tests of the absence of causal ordering are examined. The various of the tests considered account not only for stationarity, but also for integratedness and/or contegratedness among the variables in the model.
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Paper provided by Pennsylvania State - Department of Economics in its series Papers with number
4-96-4.
Length: 73 pages Date of creation: 1996 Date of revision: Handle: RePEc:fth:pensta:4-96-4
Contact details of provider: Postal: PENNSYLVANIA STATE UNIVERSITY, DEPARTMENT OF ECONOMICS, UNIVERSITY PARK PENNSYLVANIA 16802 U.S.A. Phone: (814)865-1456 Fax: (814)863-4775 Web page: http://econ.la.psu.edu/ More information through EDIRC
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Find related papers by JEL classification: C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Other
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