๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Autoregressive modeling and causal ordering of economic variables

โœ Scribed by Cheng Hsiao

Publisher
Elsevier Science
Year
1982
Tongue
English
Weight
912 KB
Volume
4
Category
Article
ISSN
0165-1889

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Causal modeling and dichotomous variable
Causal modeling and dichotomous variables
โœ Frederick S. Ellett; David P. Ericson ๐Ÿ“‚ Article ๐Ÿ“… 1985 ๐Ÿ› Springer Netherlands ๐ŸŒ English โš– 755 KB
Theories of causal ordering: Reply to de
Theories of causal ordering: Reply to de Kleer and Brown
โœ Yumi Iwasaki; Herbert A. Simon ๐Ÿ“‚ Article ๐Ÿ“… 1986 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 596 KB

In their reply to our paper, "Causality in Device Behavior," de Kleer and Brown seek to establish a clear product differentiation between the well-known concepts of causal ordering and comparative statics, on the one side, and their "mythical causality" and qualitative physics, on the other. Most of

Bootstrapping Autoregressive and Moving
Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes
โœ Efstathios Paparoditis ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 925 KB

We consider an r-dimensional multivariate time series [y t , t # Z] which is generated by an infinite order vector autoregressive process. We show that a bootstrap procedure which works by generating time series replicates via an estimated finite k-order vector autoregressive process (k ร„ at an appr