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Finding a causal ordering via independent component analysis

Author

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  • Shimizu, Shohei
  • Hyvarinen, Aapo
  • Hoyer, Patrik O.
  • Kano, Yutaka

Abstract

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Suggested Citation

  • Shimizu, Shohei & Hyvarinen, Aapo & Hoyer, Patrik O. & Kano, Yutaka, 2006. "Finding a causal ordering via independent component analysis," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 3278-3293, July.
    • Handle: RePEc:eee:csdana:v:50:y:2006:i:11:p:3278-3293
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    References listed on IDEAS

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    1. Hume, David, 1739. "A Treatise of Human Nature (II) Of the Passions," History of Economic Thought Books, McMaster University Archive for the History of Economic Thought, volume 2, number hume1739a.
    2. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
    3. Hume, David, 1740. "A Treatise of Human Nature (III) Of Morals," History of Economic Thought Books, McMaster University Archive for the History of Economic Thought, volume 3, number hume1740.
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    Cited by:

    1. Wu, Edmond H.C. & Yu, Philip L.H. & Li, W.K., 2009. "A smoothed bootstrap test for independence based on mutual information," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2524-2536, May.
    2. Ferkingstad, Egil & Løland, Anders & Wilhelmsen, Mathilde, 2011. "Causal modeling and inference for electricity markets," Energy Economics, Elsevier, vol. 33(3), pages 404-412, May.
    3. Xiaojie Xu, 2019. "Contemporaneous Causal Orderings of CSI300 and Futures Prices through Directed Acyclic Graphs," Economics Bulletin, AccessEcon, vol. 39(3), pages 2052-2077.

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