A Non-Parametric Approach to Spatial Causality
AbstractThe purpose of this paper is to show the capacity of a new non-parametric test based on symbolic entropy and symbolic dynamics to deal with the detection of linear and non-linear spatial causality. The good performance of the new test in detecting spatial causality and causal weighting matrix is notable and gives rise to an expectation that it may form a adequate tool for constructive specification searches.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 36768.
Date of creation: 2010
Date of revision:
Causality; Spatial Dependence; Spatial Weight Matrices;
Find related papers by JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
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CeNDEF Working Papers
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