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Non-causality in bivariate binary time series

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  • Mosconi, Rocco
  • Seri, Raffaello

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  • Mosconi, Rocco & Seri, Raffaello, 2006. "Non-causality in bivariate binary time series," Journal of Econometrics, Elsevier, vol. 132(2), pages 379-407, June.
    • Handle: RePEc:eee:econom:v:132:y:2006:i:2:p:379-407
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    3. Wooldridge, Jeffrey M., 2000. "A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables," Economics Letters, Elsevier, vol. 68(3), pages 245-250, September.
    4. Jeffrey M. Wooldridge, 2005. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 39-54, January.
    5. Chamberlain, Gary, 1984. "Panel data," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 22, pages 1247-1318, Elsevier.
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    7. Swamy, P. A. V. B. & Von Zur Muehlen, Peter, 1988. "Further thoughts on testing for causality with econometric models," Journal of Econometrics, Elsevier, vol. 39(1-2), pages 105-147.
    8. Chamberlain, Gary, 1982. "The General Equivalence of Granger and Sims Causality," Econometrica, Econometric Society, vol. 50(3), pages 569-581, May.
    9. Granger, C. W. J., 1988. "Some recent development in a concept of causality," Journal of Econometrics, Elsevier, vol. 39(1-2), pages 199-211.
    10. Amemiya, Takeshi, 1981. "Qualitative Response Models: A Survey," Journal of Economic Literature, American Economic Association, vol. 19(4), pages 1483-1536, December.
    11. Jean-Marie Dufour & Eric Renault, 1998. "Short Run and Long Run Causality in Time Series: Theory," Econometrica, Econometric Society, vol. 66(5), pages 1099-1126, September.
    12. Lee Lillard & Linda Waite, 1993. "A joint model of marital childbearing and marital disruption," Demography, Springer;Population Association of America (PAA), vol. 30(4), pages 653-681, November.
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    14. G. S. Maddala, 1987. "Limited Dependent Variable Models Using Panel Data," Journal of Human Resources, University of Wisconsin Press, vol. 22(3), pages 307-338.
    15. Bouissou, Michel B & Laffont, Jean-Jacques & Vuong, Quang H, 1986. "Tests of Noncausality under Markov Assumptions for Qualitative Panel Data," Econometrica, Econometric Society, vol. 54(2), pages 395-414, March.
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    17. Geweke, John, 1984. "Inference and causality in economic time series models," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 19, pages 1101-1144, Elsevier.
    18. Colombo, Massimo G & Mosconi, Rocco, 1995. "Complementarity and Cumulative Learning Effects in the Early Diffusion of Multiple Technologies," Journal of Industrial Economics, Wiley Blackwell, vol. 43(1), pages 13-48, March.
    19. Lillard, Lee A., 1993. "Simultaneous equations for hazards : Marriage duration and fertility timing," Journal of Econometrics, Elsevier, vol. 56(1-2), pages 189-217, March.
    20. George Stolnitz, 1983. "Three to five main challenges to demographic research," Demography, Springer;Population Association of America (PAA), vol. 20(4), pages 415-432, November.
    21. Anthony Murphy, 1994. "Testing normality in bivariate probit models : a simple artificial regression based LM test," Working Papers 199427, School of Economics, University College Dublin.
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    23. 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.
    24. Helen Koo & Barbara Janowitz, 1983. "Interrelationships between fertility and marital dissolution: Results of a simultaneous logit model," Demography, Springer;Population Association of America (PAA), vol. 20(2), pages 129-145, May.
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    3. Pigini, Claudia & Bartolucci, Francesco, 2022. "Conditional inference for binary panel data models with predetermined covariates," Econometrics and Statistics, Elsevier, vol. 23(C), pages 83-104.
    4. Mohamed Sahbi Nakhli & Abderrazak Dhaoui & Julien Chevallier, 2022. "Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors," Annals of Finance, Springer, vol. 18(2), pages 267-283, June.
    5. Monica Billio & Silvio Di Sanzo, 2015. "Granger-causality in Markov switching models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(5), pages 956-966, May.
    6. Francesco Bartolucci & Claudia Pigini, 2017. "Granger causality in dynamic binary short panel data models," Working Papers 421, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    7. Massimo G. Colombo & Luca Grilli & Cinzia Verga, 2007. "High-tech Start-up Access to Public Funds and Venture Capital: Evidence from Italy," International Review of Applied Economics, Taylor & Francis Journals, vol. 21(3), pages 381-402.
    8. Myung Ki & Yvonne Kelly & Amanda Sacker & James Nazroo, 2013. "Poor health, employment transitions and gender: evidence from the British Household Panel Survey," International Journal of Public Health, Springer;Swiss School of Public Health (SSPH+), vol. 58(4), pages 537-546, August.
    9. Giraudo, Emanuele & Giudici, Giancarlo & Grilli, Luca, 2019. "Entrepreneurship policy and the financing of young innovative companies: Evidence from the Italian Startup Act," Research Policy, Elsevier, vol. 48(9), pages 1-1.
    10. Ovielt Baltodano L'opez & Roberto Casarin, 2022. "A Dynamic Stochastic Block Model for Multi-Layer Networks," Papers 2209.09354, arXiv.org.
    11. Garrone, Paola & Zaccagnino, Michele, 2015. "Seeking the links between competition and telecommunications investments," Telecommunications Policy, Elsevier, vol. 39(5), pages 388-405.
    12. Saibal Ghosh, 2019. "Financial inclusion through a public works programme: Does left‐wing extremism make a difference?," Development Policy Review, Overseas Development Institute, vol. 37(1), pages 19-45, January.
    13. Matthieu Droumaguet & Anders Warne & Tomasz Wozniak, 2015. "Granger Causality and Regime Inference in Bayesian Markov-Switching VARs," Department of Economics - Working Papers Series 1191, The University of Melbourne.
    14. Alfonso Miranda, 2010. "Bivariate dynamic probit models for panel data," Mexican Stata Users' Group Meetings 2010 07, Stata Users Group.

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