The Discovery of Long-Run Causal Order: A Preliminary Investigation
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 transmitted from exogenous (and typically latent) trending varia...
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| Format: | Article |
| Language: | English |
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MDPI AG
2020-08-01
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| Series: | Econometrics |
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| Online Access: | https://www.mdpi.com/2225-1146/8/3/31 |