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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Main Authors: | , , |
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Format: | text |
Language: | English |
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Institutional Knowledge at Singapore Management University
2016
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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 |
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