In this paper we examine how causality inference and forecasting within a bivariate VAR, consisting of yt and xt, are aected by the omission of a third variable, wt, which causes (a) none, (b) one, and (c) both variables in the bivariate system. We also derive conditions under which causality infere
Causality and strict causality for symmetric bilinear systems
β Scribed by Avraham Feintuch
- Publisher
- Elsevier Science
- Year
- 1978
- Tongue
- English
- Weight
- 321 KB
- Volume
- 65
- Category
- Article
- ISSN
- 0022-247X
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