Causality, Conditional Independence, and Graphical Separation in Settable Systems
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Abstract
Suggested Citation
Note: Previously circulated as "Independence and Conditional Independence in Causal Systems"
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References listed on IDEAS
- Donald B. Rubin, 2004. "Direct and Indirect Causal Effects via Potential Outcomes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 31(2), pages 161-170.
- Steffen L. Lauritzen & Thomas S. Richardson, 2002. "Chain graph models and their causal interpretations," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(3), pages 321-348.
- Sims, Christopher A, 1972. "Money, Income, and Causality," American Economic Review, American Economic Association, vol. 62(4), pages 540-552, September.
- Karim Chalak & Halbert White, 2007. "An Extended Class of Instrumental Variables for the Estimation of Causal Effects," Boston College Working Papers in Economics 692, Boston College Department of Economics, revised 30 Nov 2009.
Citations
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Cited by:
- Lu, Xun & White, Halbert, 2014. "Robustness checks and robustness tests in applied economics," Journal of Econometrics, Elsevier, vol. 178(P1), pages 194-206.
- Dionissi Aliprantis, 2013. "Covariates and causal effects: the problem of context," Working Paper 1310, Federal Reserve Bank of Cleveland.
- Heckman, James & Pinto, Rodrigo, 2015.
"Causal Analysis After Haavelmo,"
Econometric Theory,
Cambridge University Press, vol. 31(01), pages 115-151, February.
- James J. Heckman & Rodrigo Pinto, 2013. "Causal Analysis after Haavelmo," NBER Working Papers 19453, National Bureau of Economic Research, Inc.
- James J. Heckman & Rodrigo Pinto, 2013. "Causal Analysis after Haavelmo," Working Papers 2013-008, Human Capital and Economic Opportunity Working Group.
- Heckman, James J. & Pinto, Rodrigo, 2013. "Causal Analysis after Haavelmo," IZA Discussion Papers 7628, Institute for the Study of Labor (IZA).
- Joeri Smits & Jeffrey S. Racine, 2013. "Testing Exclusion Restrictions in Nonseparable Triangular Models," Department of Economics Working Papers 2013-02, McMaster University.
- Diebold, Francis X. & Yilmaz, Kamil, 2015. "Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring," OUP Catalogue, Oxford University Press, number 9780199338306.
- White, Halbert & Xu, Haiqing & Chalak, Karim, 2014.
"Causal discourse in a game of incomplete information,"
Journal of Econometrics,
Elsevier, vol. 182(1), pages 45-58.
- Halbert White & Haiqing Xu & Karim Chalak, 2011. "Causal Discourse in a Game of Incomplete Information," Department of Economics Working Papers 130912, The University of Texas at Austin, Department of Economics.
- Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti, 2011.
"Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality,"
Journal of Business & Economic Statistics,
Taylor & Francis Journals, vol. 30(2), pages 275-287, October.
- Taamouti, Abderrahim & Bouezmarni, Taoufik & Rombouts, Jeroen V. K., 2009. "A nonparametric copula based test for conditional independence with applications to granger causality," UC3M Working papers. Economics we093419, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen & TAAMOUTI, Abderrahim, 2009. "A nonparametric copula based test for conditional independence with applications to Granger causality," CORE Discussion Papers 2009041, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti, 2009. "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," CIRANO Working Papers 2009s-28, CIRANO.
- Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti, 2009. "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," Cahiers de recherche 0927, CIRPEE.
- Karim Chalak & Halbert White, 2007. "An Extended Class of Instrumental Variables for the Estimation of Causal Effects," Boston College Working Papers in Economics 692, Boston College Department of Economics, revised 30 Nov 2009.
- Halbert White & Karim Chalak, 2013. "Identification and Identification Failure for Treatment Effects Using Structural Systems," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 273-317, November.
- repec:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1160-y is not listed on IDEAS
- Halbert White & Karim Chalak, 2008. "Identifying Structural Effects in Nonseparable Systems Using Covariates," Boston College Working Papers in Economics 734, Boston College Department of Economics.
More about this item
Keywords
causality; conditional independence; d-separation; Reichenbach principle; settable systems;JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2008-09-20 (All new papers)
- NEP-ECM-2008-09-20 (Econometrics)
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