Non-causality in bivariate binary time series

Journal of Econometrics

Volumn 132, Issue 2, 2006, Pages 379-407

  Mosconi, Rocco ^a   Seri, Raffaello ^b  

^a POLITECNICO DI MILANO   (Italy)

^b UNIVERSITY OF INSUBRIA   (Italy)

Author keywords

Granger non causality; Markov chains; Multivariate choice models; Multivariate survival analysis

Indexed keywords

DISCRETE TIME CONTROL SYSTEMS; MARKOV PROCESSES; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION; MULTIVARIABLE CONTROL SYSTEMS;

GRANGER NON-CAUSALITY; MULTIVARIATE CHOICE MODELS; MULTIVARIATE SURVIVAL ANALYSIS;

TIME SERIES ANALYSIS;

EID: 33845235651     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.02.005     Document Type: Article

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