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Non-causality in bivariate binary time series

  • Mosconi, Rocco
  • Seri, Raffaello

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File URL: http://www.sciencedirect.com/science/article/B6VC0-4FY9MG8-1/2/ceb198ec2d52a24a112f4d74cc5047a8
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 132 (2006)
Issue (Month): 2 (June)
Pages: 379-407

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Handle: RePEc:eee:econom:v:132:y:2006:i:2:p:379-407
Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom

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  1. Lillard, L.A. & Waite, L.J., 1994. "A Joint Model of Marital Childbearing and Marital Disruption," Papers 94-16, RAND - Reprint Series.
  2. Kazuo Yamaguchi, 1990. "Logit and multinomial logit models for discrete-time event-history analysis: a causal analysis of interdependent discretestate processes," Quality & Quantity: International Journal of Methodology, Springer, vol. 24(3), pages 323-341, August.
  3. 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.
  4. Basmann, R. L., 1988. "Causality tests and observationally equivalent representations of econometric models," Journal of Econometrics, Elsevier, vol. 39(1-2), pages 69-104.
  5. 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.
  6. Jeffrey M Wooldridge, 2002. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," CeMMAP working papers CWP18/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  7. Amemiya, Takeshi, 1981. "Qualitative Response Models: A Survey," Journal of Economic Literature, American Economic Association, vol. 19(4), pages 1483-1536, December.
  8. 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.
  9. George Stolnitz, 1983. "Three to five main challenges to demographic research," Demography, Springer, vol. 20(4), pages 415-432, November.
  10. 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.
  11. Granger, C. W. J., 1988. "Some recent development in a concept of causality," Journal of Econometrics, Elsevier, vol. 39(1-2), pages 199-211.
  12. 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.
  13. Amemiya, Takeshi, 1973. "Regression Analysis when the Dependent Variable is Truncated Normal," Econometrica, Econometric Society, vol. 41(6), pages 997-1016, November.
  14. Morimune, Kimio, 1979. "Comparisons of Normal and Logistic Models in the Bivariate Dichotomous Analysis," Econometrica, Econometric Society, vol. 47(4), pages 957-75, July.
  15. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-38, July.
  16. 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.
  17. P.A.V.B. Swamy & P. von zur Muehlen, 1987. "Further thoughts on testing for casuality with econometric models," Special Studies Papers 211, Board of Governors of the Federal Reserve System (U.S.).
  18. Chamberlain, Gary, 1982. "The General Equivalence of Granger and Sims Causality," Econometrica, Econometric Society, vol. 50(3), pages 569-81, May.
  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.
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