The Discovery of Long-Run Causal Order: A Preliminary Investigation
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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… read more here.
Keywords: discovery long; run causal; causal; order preliminary ... See more keywords