A Non-Parametric Approach to Spatial Causality
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.
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CeNDEF Working Papers
04-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
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