Some technical issues in defining causality

Journal of Econometrics

Volumn 112, Issue 1, 2003, Pages 127-128

  Florens, Jean Pierre ^a  

^a Toulouse School of Economics   (France)

Author keywords

[No Author keywords available]

Indexed keywords

MARKOV PROCESSES; MATHEMATICAL OPERATORS; PROBABILITY; PROBLEM SOLVING; TIME SERIES ANALYSIS;

CONDITIONAL NON-CAUSALITY; MARGINAL DISTRIBUTIONS;

ECONOMICS;

EID: 0346093792     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(02)00155-0     Document Type: Article

References (3)

1. Dufour J.M., Renault E. Short-run and long-run causality in time series theory. Econometrica. 66:1998;1099-1125.
2. Florens J.P., Mouchart M., Rolin J.M. Elements of Bayesian Statistics. 1990;Marcel Dekker, New York.
3. Florens J.P., Fougère D. Noncausality in continuous time. Econometrica. 64:1996;1105-1212.