Granger Causality and Structural Causality in Cross-Section and Panel Data

Granger non-causality in distribution is fundamentally a probabilistic conditional independence notion that can be applied not only to time series data but also to cross-section and panel data. In this paper, we provide a natural definition of structural causality in cross-section and panel data and...

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Bibliographic Details
Main Authors: LU, Xun, SU, Liangjun, WHITE, Halbert
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2016
Subjects:
Online Access:https://ink.library.smu.edu.sg/soe_research/1788
https://ink.library.smu.edu.sg/context/soe_research/article/2787/viewcontent/04_2016.pdf
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Institution: Singapore Management University
Language: English