Granger causality and structural causality in cross-section and panel data
Granger noncausality 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 |
| Published: |
Institutional Knowledge at Singapore Management University
2017
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1961 https://ink.library.smu.edu.sg/context/soe_research/article/2960/viewcontent/ET2017_Lu_Su_White_afv_cross.pdf |
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| Institution: | Singapore Management University |
| Language: | English |
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