IDEAS home Printed from https://ideas.repec.org/p/pra/mprapa/36768.html
   My bibliography  Save this paper

A Non-Parametric Approach to Spatial Causality

Author

Listed:
  • Herrera Gómez, Marcos
  • Ruiz Marín, Manuel
  • Mur Lacambra, Jesús
  • Paelinck, Jean

Abstract

The purpose of this paper is to show the capacity of a new non-parametric test based on symbolic entropy and symbolic dynamics to deal with the detection of linear and non-linear spatial causality. The good performance of the new test in detecting spatial causality and causal weighting matrix is notable and gives rise to an expectation that it may form a adequate tool for constructive specification searches.

Suggested Citation

  • Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús & Paelinck, Jean, 2010. "A Non-Parametric Approach to Spatial Causality," MPRA Paper 36768, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:36768
    as

    Download full text from publisher

    File URL: https://mpra.ub.uni-muenchen.de/36768/1/MPRA_paper_36768.pdf
    File Function: original version
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. López, Fernando & Matilla-García, Mariano & Mur, Jesús & Marín, Manuel Ruiz, 2010. "A non-parametric spatial independence test using symbolic entropy," Regional Science and Urban Economics, Elsevier, vol. 40(2-3), pages 106-115, May.
    2. Paelinck, J., 1978. "Spatial econometrics," Economics Letters, Elsevier, vol. 1(1), pages 59-63.
    3. Diks, Cees & Panchenko, Valentyn, 2006. "A new statistic and practical guidelines for nonparametric Granger causality testing," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1647-1669.
    4. Matilla-Garci­a, Mariano & Ruiz Mari­n, Manuel, 2008. "A non-parametric independence test using permutation entropy," Journal of Econometrics, Elsevier, vol. 144(1), pages 139-155, May.
    5. Harry Joe, 1989. "Estimation of entropy and other functionals of a multivariate density," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 41(4), pages 683-697, December.
    6. Daniel A. Griffith, 2003. "Spatial Autocorrelation and Spatial Filtering," Advances in Spatial Science, Springer, number 978-3-540-24806-4.
    7. Yongmiao Hong & Halbert White, 2005. "Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence," Econometrica, Econometric Society, vol. 73(3), pages 837-901, May.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Herrera Gómez, Marcos, 2010. "Causalidad Espacial. Enfoque No Paramétrico [Spatial Causality. Non-Parametric Approach]," MPRA Paper 61326, University Library of Munich, Germany.
    2. Yongmiao Hong & Xia Wang & Wenjie Zhang & Shouyang Wang, 2017. "An efficient integrated nonparametric entropy estimator of serial dependence," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 728-780, October.
    3. Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2011. "Detección de Dependencia Espacial mediante Análisis Simbólico [Detection of Spatial Dependence using Symbolic Analysis]," MPRA Paper 38603, University Library of Munich, Germany.
    4. López, Fernando & Matilla-García, Mariano & Mur, Jesús & Marín, Manuel Ruiz, 2010. "A non-parametric spatial independence test using symbolic entropy," Regional Science and Urban Economics, Elsevier, vol. 40(2-3), pages 106-115, May.
    5. Fernando López & Mariano Matilla-García & Jesús Mur & Manuel Ruiz Marín, 2021. "Statistical Tests of Symbolic Dynamics," Mathematics, MDPI, vol. 9(8), pages 1-21, April.
    6. Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2014. "Testing Spatial Causality in Cross-section Data," MPRA Paper 56678, University Library of Munich, Germany.
    7. Elsinger, Helmut, 2013. "Comment on: A non-parametric spatial independence test using symbolic entropy," Regional Science and Urban Economics, Elsevier, vol. 43(5), pages 838-840.
    8. Paelinck, J. & Mur, J. & Trívez, J., 2004. "Econometría espacial: más luces que sombras," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 22, pages 1-19, Diciembre.
    9. Diks Cees & Panchenko Valentyn, 2008. "Rank-based Entropy Tests for Serial Independence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(1), pages 1-21, March.
    10. Richard Harris & John Moffat & Victoria Kravtsova, 2011. "In Search of ‘ W ’," Spatial Economic Analysis, Taylor & Francis Journals, vol. 6(3), pages 249-270, February.
    11. Jesus Mur & Antonio Paez, 2011. "Local weighting or the necessity of flexibility," ERSA conference papers ersa11p942, European Regional Science Association.
    12. Wang, Hongfei & Liu, Binghui & Feng, Long & Ma, Yanyuan, 2024. "Rank-based max-sum tests for mutual independence of high-dimensional random vectors," Journal of Econometrics, Elsevier, vol. 238(1).
    13. Sensoy, Ahmet & Aras, Guler & Hacihasanoglu, Erk, 2015. "Predictability dynamics of Islamic and conventional equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 222-248.
    14. Sensoy, Ahmet, 2019. "The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies," Finance Research Letters, Elsevier, vol. 28(C), pages 68-73.
    15. Sensoy, Ahmet & Fabozzi, Frank J. & Eraslan, Veysel, 2017. "Predictability dynamics of emerging sovereign CDS markets," Economics Letters, Elsevier, vol. 161(C), pages 5-9.
    16. Mariano Matilla‐García & José Miguel Rodríguez & Manuel Ruiz Marín, 2010. "A symbolic test for testing independence between time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(2), pages 76-85, March.
    17. Jesus Mur & Ana Angulo, 2005. "A closer look at the Spatial Durbin Model," ERSA conference papers ersa05p392, European Regional Science Association.
    18. Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2012. "Selecting the Most Adequate Spatial Weighting Matrix:A Study on Criteria," MPRA Paper 73700, University Library of Munich, Germany.
    19. Marcos Herrera & Manuel Ruiz & Jesús Mur, 2013. "Detecting Dependence Between Spatial Processes," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(4), pages 469-497, February.
    20. Jesus Mur & Marcos Herrera & Manuel Ruiz, 2011. "Selecting the W Matrix. Parametric vs Nonparametric Approaches," ERSA conference papers ersa11p1055, European Regional Science Association.

    More about this item

    Keywords

    Causality; Spatial Dependence; Spatial Weight Matrices;
    All these keywords.

    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics

    Statistics

    Access and download statistics

    Corrections

    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:pra:mprapa:36768. See general information about how to correct material in RePEc.

    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 CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    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.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Joachim Winter (email available below). General contact details of provider: https://edirc.repec.org/data/vfmunde.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.