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Published in 2020 at "Econometrics"
DOI: 10.3390/econometrics8030031
Abstract: The relation between causal structure and cointegration and long-run weak exogeneity is explored using some ideas drawn from the literature on graphical causal modeling. It is assumed that the fundamental source of trending behavior is…
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Keywords:
discovery long;
run causal;
causal;
order preliminary ... See more keywords