Non-causality in bivariate binary time series
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Basmann, R. L., 1988. "Causality tests and observationally equivalent representations of econometric models," Journal of Econometrics, Elsevier, vol. 39(1-2), pages 69-104.
- 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.
- 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.
- 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.
- 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.
- Amemiya, Takeshi, 1973. "Regression Analysis when the Dependent Variable is Truncated Normal," Econometrica, Econometric Society, vol. 41(6), pages 997-1016, November.
- 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.
- P. A. V. B. Swamy & Peter 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.).
- Chamberlain, Gary, 1982. "The General Equivalence of Granger and Sims Causality," Econometrica, Econometric Society, vol. 50(3), pages 569-581, May.
- Granger, C. W. J., 1988. "Some recent development in a concept of causality," Journal of Econometrics, Elsevier, vol. 39(1-2), pages 199-211.
- 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.
- Amemiya, Takeshi, 1981. "Qualitative Response Models: A Survey," Journal of Economic Literature, American Economic Association, vol. 19(4), pages 1483-1536, December.
- Jean-Marie Dufour & Eric Renault, 1998.
"Short Run and Long Run Causality in Time Series: Theory,"
Econometric Society, vol. 66(5), pages 1099-1126, September.
- Dufour, J.M. & Renault, E., 1995. "Short-Run and Long-Rub Causality in Time Series: Theory," Cahiers de recherche 9538, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Dufour, J.M. & Renault, E., 1995. "Short-Run and Long-Rub Causality in Time Series: Theory," Cahiers de recherche 9538, Universite de Montreal, Departement de sciences economiques.
- Lee Lillard & Linda Waite, 1993.
"A joint model of marital childbearing and marital disruption,"
Springer;Population Association of America (PAA), vol. 30(4), pages 653-681, November.
- Lillard, L.A. & Waite, L.J., 1993. "A Joint Model of Marital Childbearing and Marital Disruption," Papers 93-02, RAND - Labor and Population Program.
- Lillard, L.A. & Waite, L.J., 1994. "A Joint Model of Marital Childbearing and Marital Disruption," Papers 94-16, RAND - Reprint Series.
- Morimune, Kimio, 1979. "Comparisons of Normal and Logistic Models in the Bivariate Dichotomous Analysis," Econometrica, Econometric Society, vol. 47(4), pages 957-975, July.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- Roberto Casarin & Marco Tronzano & Domenico Sartore, 2013. "Bayesian Markov Switching Stochastic Correlation Models," Working Papers 2013:11, Department of Economics, University of Venice "Ca' Foscari".
- Anatolyev Stanislav, 2009. "Multi-Market Direction-of-Change Modeling Using Dependence Ratios," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(1), pages 1-24, March.
- 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.
- 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.
- Alfonso Miranda, 2010. "Bivariate dynamic probit models for panel data," Mexican Stata Users' Group Meetings 2010 07, Stata Users Group.
- Francesco Bartolucci & Claudia Pigini, 2017.
"Granger causality in dynamic binary short panel data models,"
421, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Bartolucci, Francesco & Pigini, Claudia, 2017. "Granger causality in dynamic binary short panel data models," MPRA Paper 77486, University Library of Munich, Germany.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:132:y:2006:i:2:p:379-407. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/jeconom .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.